+133.6%
MRK vs CNH
+12.3%
+121.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +12.7% | +32.6% | -19.9% | +9.4% |
| 3M | +24.2% | +29.4% | -5.2% | +20.7% |
| 6M | +27.8% | +26.0% | +1.8% | +24.2% |
| YTD | +42.2% | +52.2% | -10.0% | +35.9% |
| 1Y | +80.2% | +23.9% | +56.3% | +75.1% |
| 3Y | +48.4% | +10.1% | +38.3% | +44.8% |
| 5Y | +133.6% | +13.2% | +120.4% | +124.4% |
| All | +133.6% | +12.3% | +121.3% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling