+230.8%
MRK vs CNP
+146.5%
+84.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +0.3% | +3.8% | -3.5% | -0.8% |
| 3M | +9.7% | +2.4% | +7.3% | +8.8% |
| 6M | +32.0% | -1.2% | +33.1% | +32.2% |
| YTD | +43.3% | +9.3% | +34.0% | +39.6% |
| 1Y | +63.7% | +6.4% | +57.2% | +60.6% |
| 3Y | +58.0% | +66.4% | -8.3% | +36.6% |
| 5Y | +105.0% | +75.7% | +29.3% | +73.0% |
| All | +230.8% | +146.5% | +84.3% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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