+1,962.7%
MRK vs COR
+17,545.2%
-15,582.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.9% |
| 7D | +1.3% | +2.8% | -1.4% | +0.7% |
| 30D | +17.1% | +4.5% | +12.6% | +15.8% |
| 3M | +25.9% | +22.7% | +3.2% | +19.6% |
| 6M | +26.8% | -9.7% | +36.5% | +29.1% |
| YTD | +44.9% | -1.4% | +46.3% | +44.0% |
| 1Y | +84.8% | +13.9% | +70.9% | +77.0% |
| 3Y | +50.1% | +94.0% | -43.9% | +25.2% |
| 5Y | +127.4% | +184.0% | -56.6% | +71.9% |
| 10Y | +240.0% | +406.8% | -166.8% | +115.6% |
| All | +1,962.7% | +17,545.2% | -15,582.6% | +588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling