+3,739.1%
MRK vs CMI
+19,556.0%
-15,816.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +12.7% | -12.3% | +25.0% | +15.4% |
| 3M | +24.2% | -16.8% | +41.0% | +28.0% |
| 6M | +27.8% | +1.5% | +26.3% | +26.2% |
| YTD | +42.2% | +9.8% | +32.4% | +37.9% |
| 1Y | +80.2% | +42.6% | +37.6% | +65.7% |
| 3Y | +48.4% | +151.0% | -102.6% | +20.7% |
| 5Y | +133.6% | +167.0% | -33.4% | +85.2% |
| 10Y | +236.2% | +512.2% | -275.9% | +121.2% |
| All | +3,739.1% | +19,556.0% | -15,816.8% | +1,074.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling