+84.8%
MRK vs CMI
+45.0%
+39.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.4% |
| 7D | +1.3% | -0.7% | +2.1% | +1.4% |
| 30D | +17.1% | -13.4% | +30.6% | +17.7% |
| 3M | +25.9% | -17.0% | +42.9% | +26.5% |
| 6M | +26.8% | -1.6% | +28.5% | +23.6% |
| YTD | +44.9% | +11.0% | +33.9% | +37.7% |
| 1Y | +84.8% | +41.9% | +42.9% | +69.1% |
| All | +84.8% | +45.0% | +39.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling