+78.0%
MRK vs CNH
+20.2%
+57.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.0% |
| 3M | +22.4% | +32.6% | -10.2% | +17.0% |
| 6M | +25.4% | +23.6% | +1.8% | +21.1% |
| YTD | +39.5% | +47.8% | -8.3% | +32.8% |
| 1Y | +78.0% | +21.3% | +56.7% | +65.5% |
| All | +78.0% | +20.2% | +57.8% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling