+84.6%
MRK vs COP
+61.7%
+22.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.2% | +9.1% | +3.9% |
| 7D | +6.7% | -8.1% | +14.8% | +6.8% |
| 30D | +7.8% | +6.7% | +1.1% | +7.7% |
| 3M | +18.2% | +16.9% | +1.3% | +17.5% |
| 6M | +34.7% | +11.2% | +23.5% | +33.6% |
| YTD | +45.8% | +49.5% | -3.7% | +37.6% |
| 1Y | +84.6% | +60.7% | +23.9% | +72.8% |
| All | +84.6% | +61.7% | +22.9% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling