+58.3%
MRK vs CPRT
-33.3%
+91.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +2.3% | +4.0% | -1.7% | +1.9% |
| 30D | +1.7% | +18.2% | -16.5% | -0.1% |
| 3M | +13.8% | +9.2% | +4.6% | +13.1% |
| 6M | +34.7% | -4.8% | +39.5% | +34.9% |
| YTD | +43.6% | -17.5% | +61.1% | +44.8% |
| 1Y | +75.7% | -22.0% | +97.7% | +77.8% |
| All | +58.3% | -33.3% | +91.7% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling