+226.2%
MRK vs COP
+344.8%
-118.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | +11.0% | +9.6% | +1.4% | +9.5% |
| 3M | +22.4% | +15.0% | +7.3% | +19.8% |
| 6M | +25.4% | +21.8% | +3.6% | +21.3% |
| YTD | +39.5% | +49.6% | -10.1% | +30.7% |
| 1Y | +78.0% | +49.9% | +28.1% | +66.4% |
| 3Y | +45.5% | +22.6% | +22.9% | +38.6% |
| 5Y | +130.3% | +193.6% | -63.3% | +86.3% |
| All | +226.2% | +344.8% | -118.7% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling