+3,812.0%
MRK vs CI
+7,591.2%
-3,779.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | +17.1% | +4.4% | +12.7% | +15.9% |
| 3M | +25.9% | +0.7% | +25.2% | +25.4% |
| 6M | +26.8% | +0.3% | +26.5% | +26.2% |
| YTD | +44.9% | +3.8% | +41.1% | +42.9% |
| 1Y | +84.8% | -5.5% | +90.3% | +85.2% |
| 3Y | +50.1% | +8.1% | +42.0% | +43.0% |
| 5Y | +127.4% | +42.8% | +84.6% | +100.7% |
| 10Y | +240.0% | +143.9% | +96.1% | +154.2% |
| All | +3,812.0% | +7,591.2% | -3,779.2% | +1,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling