+135.1%
MRK vs CPB
-38.4%
+173.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.7% |
| 7D | -0.9% | -8.2% | +7.3% | +1.3% |
| 30D | +15.5% | -5.6% | +21.1% | +17.1% |
| 3M | +25.1% | +3.0% | +22.1% | +23.5% |
| 6M | +30.1% | -12.7% | +42.8% | +34.3% |
| YTD | +43.1% | -18.0% | +61.1% | +50.0% |
| 1Y | +82.5% | -31.7% | +114.2% | +101.7% |
| 3Y | +49.3% | -41.0% | +90.3% | +69.3% |
| All | +135.1% | -38.4% | +173.5% | +160.4% |
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