+230.8%
MRK vs COO
+41.1%
+189.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +0.3% | +14.2% | -13.9% | -3.1% |
| 3M | +9.7% | -18.2% | +27.9% | +14.8% |
| 6M | +32.0% | +5.3% | +26.6% | +29.3% |
| YTD | +43.3% | -23.6% | +66.8% | +52.1% |
| 1Y | +63.7% | -12.7% | +76.4% | +67.8% |
| 3Y | +58.0% | -24.2% | +82.2% | +63.8% |
| 5Y | +105.0% | -40.0% | +145.0% | +123.9% |
| All | +230.8% | +41.1% | +189.7% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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