+3,746.6%
MRK vs COO
+5,341.2%
-1,594.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +3.5% | +13.9% | -10.4% | +2.6% |
| 3M | +11.2% | -18.9% | +30.2% | +12.6% |
| 6M | +32.5% | +3.7% | +28.8% | +32.0% |
| YTD | +42.5% | -24.1% | +66.6% | +44.8% |
| 1Y | +65.4% | -14.2% | +79.6% | +66.7% |
| 3Y | +58.8% | -24.5% | +83.3% | +60.7% |
| 5Y | +103.9% | -40.4% | +144.3% | +108.4% |
| 10Y | +226.8% | +40.5% | +186.3% | +217.6% |
| All | +3,746.6% | +5,341.2% | -1,594.6% | +3,179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling