+49.3%
MRK vs CI
+4.2%
+45.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | +15.5% | -1.8% | +17.3% | +15.8% |
| 3M | +25.1% | -4.2% | +29.3% | +25.7% |
| 6M | +30.1% | +2.7% | +27.4% | +29.2% |
| YTD | +43.1% | +1.9% | +41.2% | +42.2% |
| 1Y | +82.5% | -6.3% | +88.7% | +82.9% |
| 3Y | +49.3% | +3.9% | +45.5% | +46.7% |
| All | +49.3% | +4.2% | +45.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling