+3,746.6%
MRK vs CPB
+345.1%
+3,401.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | 0.0% | -5.8% | +5.8% | +1.9% |
| 30D | +3.5% | +16.5% | -13.0% | -1.6% |
| 3M | +11.2% | -1.1% | +12.3% | +11.1% |
| 6M | +32.5% | +11.5% | +21.0% | +26.8% |
| YTD | +42.5% | -15.7% | +58.2% | +48.2% |
| 1Y | +65.4% | -24.7% | +90.1% | +78.1% |
| 3Y | +58.8% | -37.3% | +96.1% | +78.7% |
| 5Y | +103.9% | -35.0% | +138.9% | +124.3% |
| 10Y | +226.8% | -41.0% | +267.8% | +252.2% |
| All | +3,746.6% | +345.1% | +3,401.6% | +1,680.7% |
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