+2,250.7%
MRK vs COF
+5,555.9%
-3,305.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.3% | -5.1% | +0.9% | -3.4% |
| 30D | +8.3% | -6.0% | +14.3% | +9.4% |
| 3M | +20.0% | +14.8% | +5.2% | +17.1% |
| 6M | +25.7% | +15.3% | +10.3% | +22.4% |
| YTD | +38.7% | -13.0% | +51.8% | +41.1% |
| 1Y | +74.7% | -5.7% | +80.4% | +74.9% |
| 3Y | +45.4% | +118.1% | -72.8% | +23.9% |
| 5Y | +129.0% | +46.2% | +82.8% | +104.0% |
| 10Y | +228.0% | +246.1% | -18.0% | +137.7% |
| All | +2,250.7% | +5,555.9% | -3,305.3% | +704.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling