+2,836.3%
MRK vs CPRT
+23,878.7%
-21,042.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | +2.2% | -0.9% | +1.1% |
| 30D | +17.1% | +16.6% | +0.5% | +15.3% |
| 3M | +25.9% | +9.6% | +16.3% | +24.5% |
| 6M | +26.8% | -11.1% | +37.9% | +28.1% |
| YTD | +44.9% | -13.9% | +58.8% | +46.7% |
| 1Y | +84.8% | -32.5% | +117.4% | +91.9% |
| 3Y | +50.1% | -25.0% | +75.1% | +53.2% |
| 5Y | +127.4% | -7.4% | +134.8% | +125.2% |
| 10Y | +240.0% | +422.0% | -182.0% | +180.4% |
| All | +2,836.3% | +23,878.7% | -21,042.3% | +1,857.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling