+556.3%
MRK vs CME
+7,469.3%
-6,913.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +17.1% | +6.2% | +10.9% | +15.4% |
| 3M | +25.9% | +10.4% | +15.5% | +22.6% |
| 6M | +26.8% | -9.5% | +36.3% | +29.1% |
| YTD | +44.9% | +6.0% | +38.9% | +42.0% |
| 1Y | +84.8% | +9.3% | +75.6% | +79.7% |
| 3Y | +50.1% | +57.7% | -7.5% | +32.9% |
| 5Y | +127.4% | +77.7% | +49.7% | +93.7% |
| 10Y | +240.0% | +281.2% | -41.3% | +140.4% |
| All | +556.3% | +7,469.3% | -6,913.1% | +170.5% |
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