+835.5%
MRK vs CMG
+3,903.3%
-3,067.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -2.7% | -6.5% | +3.8% | -2.0% |
| 30D | +12.7% | +12.1% | +0.6% | +11.2% |
| 3M | +24.2% | +20.6% | +3.7% | +21.1% |
| 6M | +27.8% | +2.1% | +25.7% | +26.8% |
| YTD | +42.2% | -2.6% | +44.8% | +41.7% |
| 1Y | +80.2% | -8.7% | +88.9% | +80.2% |
| 3Y | +48.4% | -7.4% | +55.8% | +46.2% |
| 5Y | +133.6% | -5.7% | +139.3% | +126.5% |
| 10Y | +236.2% | +322.3% | -86.1% | +157.0% |
| All | +835.5% | +3,903.3% | -3,067.8% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling