+103.9%
MRK vs CPB
-34.3%
+138.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | 0.0% | -5.8% | +5.8% | +1.6% |
| 30D | +3.5% | +16.5% | -13.0% | -0.8% |
| 3M | +11.2% | -1.1% | +12.3% | +11.2% |
| 6M | +32.5% | +11.5% | +21.0% | +27.7% |
| YTD | +42.5% | -15.7% | +58.2% | +48.0% |
| 1Y | +65.4% | -24.7% | +90.1% | +77.6% |
| 3Y | +58.8% | -37.3% | +96.1% | +76.8% |
| 5Y | +103.9% | -35.0% | +138.9% | +119.9% |
| All | +103.9% | -34.3% | +138.2% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling