+230.8%
MRK vs CME
+308.7%
-77.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +0.7% | +3.9% | -3.2% | -0.4% |
| 30D | +0.3% | +11.3% | -11.1% | -2.8% |
| 3M | +9.7% | +19.6% | -9.9% | +4.0% |
| 6M | +32.0% | +8.1% | +23.9% | +28.6% |
| YTD | +43.3% | +20.4% | +22.9% | +34.6% |
| 1Y | +63.7% | +16.5% | +47.2% | +55.3% |
| 3Y | +58.0% | +66.4% | -8.4% | +32.4% |
| 5Y | +105.0% | +74.5% | +30.5% | +66.6% |
| All | +230.8% | +308.7% | -77.9% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling