+226.2%
MRK vs CNH
+157.1%
+69.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.5% |
| 7D | -5.0% | -2.5% | -2.6% | -4.7% |
| 30D | +11.0% | +27.0% | -16.0% | +6.8% |
| 3M | +22.4% | +32.6% | -10.2% | +16.7% |
| 6M | +25.4% | +23.6% | +1.8% | +20.5% |
| YTD | +39.5% | +47.8% | -8.3% | +30.4% |
| 1Y | +78.0% | +21.3% | +56.7% | +71.0% |
| 3Y | +45.5% | +7.0% | +38.6% | +40.5% |
| 5Y | +130.3% | +10.2% | +120.1% | +115.8% |
| All | +226.2% | +157.1% | +69.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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