+103.9%
MRK vs COP
+132.2%
-28.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | 0.0% | +3.4% | -3.4% | -0.3% |
| 30D | +3.5% | -0.6% | +4.1% | +3.5% |
| 3M | +11.2% | +10.8% | +0.5% | +9.8% |
| 6M | +32.5% | +19.6% | +12.9% | +29.6% |
| YTD | +42.5% | +52.9% | -10.4% | +34.8% |
| 1Y | +65.4% | +62.2% | +3.2% | +55.2% |
| 3Y | +58.8% | +32.4% | +26.5% | +50.6% |
| 5Y | +103.9% | +129.7% | -25.9% | +76.0% |
| All | +103.9% | +132.2% | -28.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling