+45.4%
MRK vs CPNG
-19.3%
+64.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -4.3% | -1.1% | -3.1% | -4.2% |
| 30D | +8.3% | -7.4% | +15.6% | +8.6% |
| 3M | +20.0% | -12.3% | +32.4% | +20.4% |
| 6M | +25.7% | -19.4% | +45.1% | +26.2% |
| YTD | +38.7% | -35.9% | +74.6% | +40.1% |
| 1Y | +74.7% | -53.4% | +128.1% | +78.2% |
| 3Y | +45.4% | -20.0% | +65.4% | +47.1% |
| All | +45.4% | -19.3% | +64.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling