+3,752.6%
MRK vs CP
+7,870.8%
-4,118.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +1.2% | +9.6% | -8.4% | -1.1% |
| 3M | +13.5% | +2.2% | +11.3% | +12.8% |
| 6M | +34.0% | +11.1% | +22.9% | +30.4% |
| YTD | +42.7% | +28.2% | +14.5% | +33.7% |
| 1Y | +66.6% | +32.2% | +34.4% | +54.9% |
| 3Y | +59.1% | +35.5% | +23.5% | +45.1% |
| 5Y | +104.1% | +26.8% | +77.3% | +86.7% |
| 10Y | +227.3% | +256.9% | -29.6% | +125.4% |
| All | +3,752.6% | +7,870.8% | -4,118.2% | +1,026.0% |
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