+551.7%
MRK vs CNC
+5,485.4%
-4,933.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| 6M | +25.7% | +85.2% | -59.6% | +14.3% |
| YTD | +38.7% | +61.4% | -22.7% | +28.1% |
| 1Y | +74.7% | +94.9% | -20.2% | +56.4% |
| 3Y | +45.4% | 0.0% | +45.4% | +38.8% |
| 5Y | +129.0% | +11.2% | +117.8% | +113.3% |
| 10Y | +228.0% | +98.7% | +129.3% | +174.6% |
| All | +551.7% | +5,485.4% | -4,933.7% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling