+84.6%
MRK vs COF
-4.4%
+89.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.1% | +4.1% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +7.8% | +5.7% | +2.0% | +7.1% |
| 3M | +18.2% | -6.7% | +24.9% | +18.9% |
| 6M | +34.7% | +9.5% | +25.2% | +33.6% |
| YTD | +45.8% | -13.9% | +59.7% | +49.2% |
| 1Y | +84.6% | -5.1% | +89.6% | +86.7% |
| All | +84.6% | -4.4% | +89.0% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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