+224.4%
MRK vs CMG
+327.5%
-103.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -2.1% | -2.2% | -4.1% |
| 30D | +8.3% | +10.9% | -2.6% | +7.3% |
| 3M | +20.0% | +15.8% | +4.2% | +18.2% |
| 6M | +25.7% | +6.9% | +18.7% | +24.5% |
| YTD | +38.7% | -2.2% | +40.9% | +38.3% |
| 1Y | +74.7% | -7.1% | +81.8% | +74.4% |
| 3Y | +45.4% | -7.1% | +52.5% | +43.7% |
| 5Y | +129.0% | -4.8% | +133.8% | +124.1% |
| All | +224.4% | +327.5% | -103.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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