+30.9%
MRK vs CORZ
+223.2%
-192.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.5% |
| 7D | -4.3% | +0.3% | -4.5% | -4.3% |
| 30D | +8.3% | -14.0% | +22.3% | +8.1% |
| 3M | +20.0% | -34.1% | +54.1% | +19.8% |
| 6M | +25.7% | +8.5% | +17.2% | +25.5% |
| YTD | +38.7% | +23.2% | +15.5% | +38.5% |
| 1Y | +74.7% | +15.4% | +59.3% | +74.0% |
| All | +30.9% | +223.2% | -192.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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