+589.2%
MRK vs CPAY
+1,533.9%
-944.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | +11.0% | +0.6% | +10.4% | +10.8% |
| 3M | +22.4% | +17.0% | +5.3% | +18.8% |
| 6M | +25.4% | +24.1% | +1.3% | +19.9% |
| YTD | +39.5% | +35.7% | +3.8% | +30.4% |
| 1Y | +78.0% | +34.0% | +44.0% | +66.4% |
| 3Y | +45.5% | +50.3% | -4.7% | +30.8% |
| 5Y | +130.3% | +56.7% | +73.6% | +101.4% |
| 10Y | +229.8% | +153.9% | +75.9% | +151.2% |
| All | +589.2% | +1,533.9% | -944.6% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling