+226.2%
MRK vs CP
+230.5%
-4.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -5.0% | -2.7% | -2.3% | -4.3% |
| 30D | +11.0% | -3.4% | +14.3% | +12.0% |
| 3M | +22.4% | -0.6% | +23.0% | +22.5% |
| 6M | +25.4% | +6.3% | +19.1% | +23.1% |
| YTD | +39.5% | +21.2% | +18.3% | +32.0% |
| 1Y | +78.0% | +20.0% | +57.9% | +68.7% |
| 3Y | +45.5% | +18.7% | +26.8% | +36.2% |
| 5Y | +130.3% | +34.8% | +95.5% | +103.5% |
| All | +226.2% | +230.5% | -4.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling