+105.4%
MRK vs CI
+53.6%
+51.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | +2.3% | +2.6% | -0.3% | +1.8% |
| 30D | +1.7% | +7.3% | -5.6% | +0.1% |
| 3M | +13.8% | +9.5% | +4.3% | +11.5% |
| 6M | +34.7% | +6.4% | +28.2% | +32.4% |
| YTD | +43.6% | +12.0% | +31.6% | +39.4% |
| 1Y | +75.7% | +20.1% | +55.6% | +68.2% |
| 3Y | +60.0% | +9.6% | +50.4% | +53.2% |
| 5Y | +105.4% | +52.7% | +52.6% | +72.0% |
| All | +105.4% | +53.6% | +51.8% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling