+623.5%
MRK vs COPX
+179.8%
+443.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -0.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.6% |
| 30D | +11.0% | 0.0% | +10.9% | +10.9% |
| 3M | +22.4% | +14.8% | +7.6% | +19.1% |
| 6M | +25.4% | +7.0% | +18.4% | +22.7% |
| YTD | +39.5% | +23.8% | +15.6% | +32.6% |
| 1Y | +78.0% | +75.7% | +2.3% | +59.0% |
| 3Y | +45.5% | +156.4% | -110.9% | +19.5% |
| 5Y | +130.3% | +167.6% | -37.3% | +82.8% |
| 10Y | +229.8% | +569.1% | -339.3% | +101.8% |
| All | +623.5% | +179.8% | +443.8% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling