+226.2%
MRK vs CME
+280.4%
-54.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | +11.0% | +6.2% | +4.8% | +8.9% |
| 3M | +22.4% | +4.4% | +18.0% | +20.4% |
| 6M | +25.4% | -9.6% | +35.0% | +28.5% |
| YTD | +39.5% | +3.8% | +35.7% | +36.7% |
| 1Y | +78.0% | +9.5% | +68.4% | +71.3% |
| 3Y | +45.5% | +51.9% | -6.4% | +24.5% |
| 5Y | +130.3% | +78.7% | +51.6% | +82.3% |
| All | +226.2% | +280.4% | -54.2% | +100.9% |
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