+78.0%
MRK vs COP
+53.9%
+24.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | +11.0% | +9.6% | +1.4% | +10.4% |
| 3M | +22.4% | +15.0% | +7.3% | +21.1% |
| 6M | +25.4% | +21.8% | +3.6% | +22.8% |
| YTD | +39.5% | +49.6% | -10.1% | +31.8% |
| 1Y | +78.0% | +49.9% | +28.1% | +67.6% |
| All | +78.0% | +53.9% | +24.1% | +67.6% |
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