+229.5%
MRK vs CP
+255.9%
-26.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +1.2% | +9.6% | -8.4% | -1.3% |
| 3M | +13.5% | +2.2% | +11.3% | +12.8% |
| 6M | +34.0% | +11.1% | +22.9% | +30.1% |
| YTD | +42.7% | +28.2% | +14.5% | +33.1% |
| 1Y | +66.6% | +32.2% | +34.4% | +54.1% |
| 3Y | +59.1% | +35.5% | +23.5% | +43.7% |
| 5Y | +104.1% | +26.8% | +77.3% | +84.7% |
| All | +229.5% | +255.9% | -26.4% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling