+224.4%
MRK vs CMI
+516.5%
-292.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.8% |
| 7D | -4.3% | -0.7% | -3.5% | -4.1% |
| 30D | +8.3% | -12.4% | +20.7% | +10.9% |
| 3M | +20.0% | -14.8% | +34.8% | +23.0% |
| 6M | +25.7% | +0.8% | +24.9% | +23.7% |
| YTD | +38.7% | +10.2% | +28.6% | +33.5% |
| 1Y | +74.7% | +37.4% | +37.2% | +60.0% |
| 3Y | +45.4% | +153.3% | -107.9% | +14.1% |
| 5Y | +129.0% | +167.6% | -38.6% | +74.6% |
| All | +224.4% | +516.5% | -292.1% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling