+49.9%
MRK vs COO
-23.0%
+72.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -0.9% | -2.3% | +1.4% | -0.4% |
| 30D | +15.5% | -8.8% | +24.3% | +17.8% |
| 3M | +25.1% | +1.3% | +23.8% | +24.8% |
| 6M | +30.1% | -11.6% | +41.7% | +33.1% |
| YTD | +43.1% | -17.4% | +60.5% | +48.2% |
| 1Y | +82.5% | -1.6% | +84.1% | +82.7% |
| All | +49.9% | -23.0% | +72.9% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling