+3,775.4%
MRK vs COO
+5,462.0%
-1,686.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.3% | +4.5% | -2.2% | +2.0% |
| 30D | +1.7% | +16.9% | -15.2% | +0.6% |
| 3M | +13.8% | -16.7% | +30.5% | +15.0% |
| 6M | +34.7% | +5.9% | +28.7% | +34.0% |
| YTD | +43.6% | -22.4% | +66.0% | +45.7% |
| 1Y | +75.7% | -10.1% | +85.8% | +76.6% |
| 3Y | +60.0% | -22.8% | +82.8% | +61.7% |
| 5Y | +105.4% | -41.4% | +146.8% | +110.1% |
| 10Y | +224.1% | +41.3% | +182.9% | +214.9% |
| All | +3,775.4% | +5,462.0% | -1,686.6% | +3,199.0% |
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