+2,803.2%
MRK vs CPRT
+22,534.7%
-19,731.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +0.3% | +21.2% | -20.9% | -1.8% |
| 3M | +9.7% | +8.3% | +1.3% | +8.6% |
| 6M | +32.0% | -3.4% | +35.3% | +32.1% |
| YTD | +43.3% | -18.7% | +62.0% | +45.8% |
| 1Y | +63.7% | -23.5% | +87.2% | +67.6% |
| 3Y | +58.0% | -34.2% | +92.2% | +63.4% |
| 5Y | +105.0% | -18.2% | +123.2% | +105.5% |
| 10Y | +228.6% | +370.9% | -142.3% | +173.5% |
| All | +2,803.2% | +22,534.7% | -19,731.5% | +1,844.5% |
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