+226.2%
MRK vs COO
+17.5%
+208.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.7% | +12.8% | +1.8% |
| 7D | -5.0% | -23.3% | +18.3% | +1.3% |
| 30D | +11.0% | -29.5% | +40.4% | +20.9% |
| 3M | +22.4% | -20.0% | +42.4% | +29.0% |
| 6M | +25.4% | -27.2% | +52.6% | +35.2% |
| YTD | +39.5% | -33.9% | +73.4% | +53.9% |
| 1Y | +78.0% | -19.9% | +97.9% | +86.7% |
| 3Y | +45.5% | -38.1% | +83.6% | +59.1% |
| 5Y | +130.3% | -52.0% | +182.3% | +168.3% |
| All | +226.2% | +17.5% | +208.6% | +190.1% |
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