+133.6%
MRK vs CME
+76.2%
+57.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +12.7% | +4.7% | +8.0% | +11.9% |
| 3M | +24.2% | +7.8% | +16.4% | +23.0% |
| 6M | +27.8% | -11.0% | +38.8% | +29.9% |
| YTD | +42.2% | +4.0% | +38.2% | +41.0% |
| 1Y | +80.2% | +9.1% | +71.1% | +77.3% |
| 3Y | +48.4% | +52.3% | -3.9% | +37.2% |
| 5Y | +133.6% | +76.1% | +57.5% | +104.7% |
| All | +133.6% | +76.2% | +57.4% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling