+49.3%
MRK vs CP
+20.4%
+28.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.9% | +2.4% | -3.4% | -1.4% |
| 30D | +15.5% | -0.5% | +16.0% | +15.6% |
| 3M | +25.1% | +1.4% | +23.7% | +24.7% |
| 6M | +30.1% | +10.3% | +19.8% | +27.5% |
| YTD | +43.1% | +24.3% | +18.8% | +37.1% |
| 1Y | +82.5% | +20.4% | +62.0% | +75.4% |
| 3Y | +49.3% | +21.8% | +27.5% | +40.7% |
| All | +49.3% | +20.4% | +28.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling