+3,775.4%
MRK vs CP
+7,872.5%
-4,097.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | +2.8% | -0.5% | +1.7% |
| 30D | +1.7% | +11.0% | -9.4% | -0.9% |
| 3M | +13.8% | +3.8% | +9.9% | +12.6% |
| 6M | +34.7% | +9.5% | +25.2% | +31.5% |
| YTD | +43.6% | +28.2% | +15.4% | +34.5% |
| 1Y | +75.7% | +33.0% | +42.7% | +63.1% |
| 3Y | +60.0% | +35.5% | +24.5% | +45.9% |
| 5Y | +105.4% | +25.8% | +79.6% | +88.2% |
| 10Y | +224.1% | +250.7% | -26.6% | +124.2% |
| All | +3,775.4% | +7,872.5% | -4,097.1% | +1,032.6% |
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