+3,812.0%
MRK vs CNP
+1,826.3%
+1,985.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +17.1% | -1.8% | +19.0% | +17.5% |
| 3M | +25.9% | -4.6% | +30.5% | +27.0% |
| 6M | +26.8% | -8.8% | +35.7% | +29.1% |
| YTD | +44.9% | +5.2% | +39.7% | +43.3% |
| 1Y | +84.8% | +8.3% | +76.5% | +81.5% |
| 3Y | +50.1% | +54.9% | -4.8% | +36.5% |
| 5Y | +127.4% | +73.5% | +53.9% | +101.0% |
| 10Y | +240.0% | +139.1% | +100.8% | +172.6% |
| All | +3,812.0% | +1,826.3% | +1,985.7% | +1,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling