+79.2%
MRK vs CRH
-17.3%
+96.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.7% |
| 7D | +0.4% | +5.3% | -4.9% | -0.4% |
| 30D | +3.5% | +14.2% | -10.7% | +1.5% |
| 3M | +15.2% | -4.2% | +19.3% | +15.5% |
| 6M | +31.6% | -14.5% | +46.1% | +34.1% |
| YTD | +42.5% | -22.7% | +65.1% | +45.8% |
| 1Y | +79.2% | -16.6% | +95.8% | +81.5% |
| All | +79.2% | -17.3% | +96.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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