+3,812.0%
MRK vs COP
+4,537.2%
-725.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | +17.1% | +17.5% | -0.3% | +13.2% |
| 3M | +25.9% | +13.4% | +12.5% | +22.4% |
| 6M | +26.8% | +17.7% | +9.1% | +21.8% |
| YTD | +44.9% | +46.6% | -1.7% | +32.7% |
| 1Y | +84.8% | +44.6% | +40.2% | +69.3% |
| 3Y | +50.1% | +20.7% | +29.4% | +40.5% |
| 5Y | +127.4% | +185.0% | -57.6% | +70.6% |
| 10Y | +240.0% | +347.0% | -107.0% | +108.5% |
| All | +3,812.0% | +4,537.2% | -725.2% | +1,350.9% |
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