+129.9%
MRK vs CMG
-4.8%
+134.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.3% | -2.1% | -2.2% | -4.2% |
| 30D | +8.3% | +10.9% | -2.6% | +7.7% |
| 3M | +20.0% | +15.8% | +4.2% | +19.0% |
| 6M | +25.7% | +6.9% | +18.7% | +25.0% |
| YTD | +38.7% | -2.2% | +40.9% | +38.5% |
| 1Y | +74.7% | -7.1% | +81.8% | +74.3% |
| 3Y | +45.4% | -7.1% | +52.5% | +45.2% |
| All | +129.9% | -4.8% | +134.7% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling