+45.4%
MRK vs COPX
+149.4%
-104.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.3% | -2.3% | -1.9% | -4.1% |
| 30D | +8.3% | +0.3% | +8.0% | +8.2% |
| 3M | +20.0% | +6.8% | +13.2% | +19.4% |
| 6M | +25.7% | +7.9% | +17.7% | +24.3% |
| YTD | +38.7% | +23.7% | +15.0% | +35.3% |
| 1Y | +74.7% | +71.5% | +3.1% | +65.8% |
| 3Y | +45.4% | +149.1% | -103.7% | +33.4% |
| All | +45.4% | +149.4% | -104.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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