+133.6%
MRK vs CPRT
-8.8%
+142.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +12.7% | +8.2% | +4.4% | +11.9% |
| 3M | +24.2% | +2.3% | +21.9% | +23.8% |
| 6M | +27.8% | -14.7% | +42.6% | +29.2% |
| YTD | +42.2% | -18.2% | +60.4% | +44.1% |
| 1Y | +80.2% | -33.4% | +113.6% | +86.0% |
| 3Y | +48.4% | -28.3% | +76.7% | +51.1% |
| 5Y | +133.6% | -9.8% | +143.4% | +130.3% |
| All | +133.6% | -8.8% | +142.4% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling