+227.3%
MRK vs CNH
+113.9%
+113.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.1% | +6.7% | -8.8% | -3.1% |
| 30D | +1.2% | +7.2% | -6.0% | 0.0% |
| 3M | +13.5% | +17.5% | -4.0% | +10.3% |
| 6M | +34.0% | +15.0% | +19.0% | +30.1% |
| YTD | +42.7% | +36.8% | +5.9% | +34.6% |
| 1Y | +66.6% | +27.6% | +38.9% | +58.6% |
| 3Y | +59.1% | +34.3% | +24.7% | +47.8% |
| 5Y | +104.1% | -12.2% | +116.3% | +99.1% |
| 10Y | +227.3% | +113.9% | +113.5% | +170.0% |
| All | +227.3% | +113.9% | +113.5% | +170.0% |
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