+3,767.8%
MRK vs COP
+4,814.2%
-1,046.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | +0.7% | +4.4% | -3.7% | -0.2% |
| 30D | +0.3% | 0.0% | +0.3% | +0.1% |
| 3M | +9.7% | +15.0% | -5.4% | +6.1% |
| 6M | +32.0% | +22.0% | +10.0% | +25.8% |
| YTD | +43.3% | +55.3% | -12.1% | +29.2% |
| 1Y | +63.7% | +64.1% | -0.5% | +45.7% |
| 3Y | +58.0% | +34.1% | +23.9% | +44.5% |
| 5Y | +105.0% | +133.4% | -28.4% | +60.9% |
| 10Y | +228.6% | +338.6% | -110.0% | +102.9% |
| All | +3,767.8% | +4,814.2% | -1,046.4% | +1,312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling