+229.0%
MRK vs CPRT
+370.9%
-142.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | +3.5% | +21.4% | -17.8% | 0.0% |
| 3M | +11.2% | +10.4% | +0.8% | +9.2% |
| 6M | +32.5% | -4.3% | +36.8% | +32.9% |
| YTD | +42.5% | -18.3% | +60.8% | +46.5% |
| 1Y | +65.4% | -22.5% | +87.9% | +71.5% |
| 3Y | +58.8% | -34.3% | +93.2% | +67.5% |
| 5Y | +103.9% | -17.8% | +121.6% | +103.4% |
| All | +229.0% | +370.9% | -142.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling