+49.0%
MRK vs COP
+21.4%
+27.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.7% | +11.7% | +1.0% | +11.3% |
| 3M | +24.2% | +17.7% | +6.6% | +21.8% |
| 6M | +27.8% | +18.3% | +9.5% | +24.8% |
| YTD | +42.2% | +49.1% | -6.9% | +34.0% |
| 1Y | +80.2% | +53.3% | +26.9% | +68.8% |
| All | +49.0% | +21.4% | +27.6% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling