+232.5%
MRK vs CP
+235.1%
-2.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +12.7% | -0.5% | +13.2% | +12.8% |
| 3M | +24.2% | +0.1% | +24.2% | +24.1% |
| 6M | +27.8% | +7.8% | +20.0% | +25.0% |
| YTD | +42.2% | +22.9% | +19.4% | +34.1% |
| 1Y | +80.2% | +21.3% | +58.9% | +70.4% |
| 3Y | +48.4% | +20.4% | +28.0% | +38.3% |
| 5Y | +133.6% | +34.9% | +98.7% | +106.5% |
| All | +232.5% | +235.1% | -2.6% | +123.2% |
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