+224.4%
MRK vs COF
+248.6%
-24.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.3% | -5.1% | +0.9% | -3.5% |
| 30D | +8.3% | -6.0% | +14.3% | +9.2% |
| 3M | +20.0% | +14.8% | +5.2% | +17.6% |
| 6M | +25.7% | +15.3% | +10.3% | +22.9% |
| YTD | +38.7% | -13.0% | +51.8% | +40.8% |
| 1Y | +74.7% | -5.7% | +80.4% | +74.9% |
| 3Y | +45.4% | +118.1% | -72.8% | +26.2% |
| 5Y | +129.0% | +46.2% | +82.8% | +108.6% |
| All | +224.4% | +248.6% | -24.2% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling