+3,812.0%
MRK vs CP
+7,669.4%
-3,857.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | +17.1% | +0.2% | +17.0% | +17.1% |
| 3M | +25.9% | +2.6% | +23.3% | +25.0% |
| 6M | +26.8% | +6.0% | +20.8% | +24.7% |
| YTD | +44.9% | +24.9% | +20.0% | +36.7% |
| 1Y | +84.8% | +20.1% | +64.7% | +75.9% |
| 3Y | +50.1% | +16.4% | +33.7% | +42.1% |
| 5Y | +127.4% | +31.7% | +95.7% | +106.0% |
| 10Y | +240.0% | +223.9% | +16.1% | +139.7% |
| All | +3,812.0% | +7,669.4% | -3,857.4% | +1,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling