+129.9%
MRK vs COR
+180.1%
-50.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -2.8% | -1.4% | -3.5% |
| 30D | +8.3% | +2.6% | +5.7% | +7.6% |
| 3M | +20.0% | +14.5% | +5.6% | +15.6% |
| 6M | +25.7% | -7.8% | +33.5% | +27.5% |
| YTD | +38.7% | -4.2% | +43.0% | +38.6% |
| 1Y | +74.7% | +7.0% | +67.7% | +68.5% |
| 3Y | +45.4% | +85.5% | -40.2% | +14.4% |
| All | +129.9% | +180.1% | -50.2% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling