+224.4%
MRK vs COR
+406.5%
-182.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -2.8% | -1.4% | -3.4% |
| 30D | +8.3% | +2.6% | +5.7% | +7.5% |
| 3M | +20.0% | +14.5% | +5.6% | +15.1% |
| 6M | +25.7% | -7.8% | +33.5% | +27.6% |
| YTD | +38.7% | -4.2% | +43.0% | +38.8% |
| 1Y | +74.7% | +7.0% | +67.7% | +68.6% |
| 3Y | +45.4% | +85.5% | -40.2% | +16.6% |
| 5Y | +129.0% | +181.2% | -52.2% | +59.9% |
| All | +224.4% | +406.5% | -182.1% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling