+74.7%
MRK vs CPRT
-38.3%
+113.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | -4.3% | -11.2% | +6.9% | -2.1% |
| 30D | +8.3% | +3.3% | +5.0% | +8.5% |
| 3M | +20.0% | -3.6% | +23.6% | +20.8% |
| 6M | +25.7% | -15.8% | +41.4% | +27.1% |
| YTD | +38.7% | -23.5% | +62.2% | +40.4% |
| 1Y | +74.7% | -38.8% | +113.4% | +91.6% |
| All | +74.7% | -38.3% | +113.0% | +91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling