+34.2%
MRK vs CORZ
+225.9%
-191.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.7% |
| 7D | -2.7% | +7.6% | -10.3% | -2.6% |
| 30D | +12.7% | -6.9% | +19.6% | +12.6% |
| 3M | +24.2% | -33.0% | +57.3% | +24.0% |
| 6M | +27.8% | +19.3% | +8.5% | +27.7% |
| YTD | +42.2% | +24.2% | +18.0% | +42.0% |
| 1Y | +80.2% | +24.5% | +55.7% | +79.5% |
| All | +34.2% | +225.9% | -191.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling