+3,645.5%
MRK vs CPB
+318.2%
+3,327.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.3% | -1.8% | -2.5% | -3.7% |
| 30D | +8.3% | -7.1% | +15.4% | +10.7% |
| 3M | +20.0% | -6.0% | +26.1% | +21.8% |
| 6M | +25.7% | -5.3% | +30.9% | +26.8% |
| YTD | +38.7% | -20.8% | +59.6% | +47.7% |
| 1Y | +74.7% | -33.8% | +108.5% | +96.6% |
| 3Y | +45.4% | -43.7% | +89.1% | +69.7% |
| 5Y | +129.0% | -40.7% | +169.8% | +160.2% |
| 10Y | +228.0% | -45.7% | +273.7% | +264.1% |
| All | +3,645.5% | +318.2% | +3,327.3% | +1,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling