+3,812.0%
MRK vs COO
+5,988.7%
-2,176.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +1.3% | -2.2% | +3.6% | +1.5% |
| 30D | +17.1% | -7.0% | +24.2% | +17.7% |
| 3M | +25.9% | +12.2% | +13.7% | +24.9% |
| 6M | +26.8% | -15.1% | +41.9% | +28.1% |
| YTD | +44.9% | -15.1% | +60.0% | +46.3% |
| 1Y | +84.8% | +2.3% | +82.5% | +84.4% |
| 3Y | +50.1% | -23.7% | +73.8% | +51.9% |
| 5Y | +127.4% | -38.9% | +166.3% | +132.3% |
| 10Y | +240.0% | +49.9% | +190.0% | +229.2% |
| All | +3,812.0% | +5,988.7% | -2,176.7% | +3,214.4% |
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