+548.8%
MRK vs CME
+8,496.5%
-7,947.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +0.7% | +3.9% | -3.2% | -0.2% |
| 30D | +0.3% | +11.3% | -11.1% | -2.2% |
| 3M | +9.7% | +19.6% | -9.9% | +5.0% |
| 6M | +32.0% | +8.1% | +23.9% | +29.0% |
| YTD | +43.3% | +20.4% | +22.9% | +36.2% |
| 1Y | +63.7% | +16.5% | +47.2% | +56.7% |
| 3Y | +58.0% | +66.4% | -8.4% | +38.2% |
| 5Y | +105.0% | +74.5% | +30.5% | +75.4% |
| 10Y | +228.6% | +308.5% | -79.9% | +128.2% |
| All | +548.8% | +8,496.5% | -7,947.7% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling