+133.6%
MRK vs COO
-44.2%
+177.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +0.5% |
| 7D | -2.7% | -9.0% | +6.3% | -1.1% |
| 30D | +12.7% | -16.8% | +29.5% | +16.4% |
| 3M | +24.2% | -7.5% | +31.7% | +25.9% |
| 6M | +27.8% | -16.3% | +44.1% | +31.6% |
| YTD | +42.2% | -22.5% | +64.8% | +48.2% |
| 1Y | +80.2% | -7.0% | +87.2% | +82.2% |
| 3Y | +48.4% | -27.5% | +75.8% | +53.6% |
| 5Y | +133.6% | -43.3% | +176.9% | +150.5% |
| All | +133.6% | -44.2% | +177.8% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling