+224.4%
MRK vs CNC
+99.9%
+124.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -4.3% | -0.9% | -3.3% | -4.1% |
| 30D | +8.3% | -1.0% | +9.3% | +8.4% |
| 3M | +20.0% | +4.5% | +15.5% | +18.8% |
| 6M | +25.7% | +85.2% | -59.6% | +12.9% |
| YTD | +38.7% | +61.4% | -22.7% | +26.7% |
| 1Y | +74.7% | +94.9% | -20.2% | +54.0% |
| 3Y | +45.4% | 0.0% | +45.4% | +38.1% |
| 5Y | +129.0% | +11.2% | +117.8% | +110.1% |
| All | +224.4% | +99.9% | +124.5% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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