+224.4%
MRK vs CPAY
+155.2%
+69.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | +8.3% | -0.4% | +8.6% | +8.3% |
| 3M | +20.0% | +16.4% | +3.7% | +16.9% |
| 6M | +25.7% | +23.5% | +2.1% | +20.8% |
| YTD | +38.7% | +35.7% | +3.1% | +30.5% |
| 1Y | +74.7% | +30.2% | +44.5% | +65.1% |
| 3Y | +45.4% | +49.7% | -4.4% | +31.8% |
| 5Y | +129.0% | +56.6% | +72.5% | +102.7% |
| All | +224.4% | +155.2% | +69.2% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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