+46.1%
MRK vs CTVA
+75.4%
-29.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -5.0% | -4.7% | -0.3% | -4.4% |
| 30D | +11.0% | +11.1% | -0.1% | +9.3% |
| 3M | +22.4% | +13.7% | +8.7% | +20.1% |
| 6M | +25.4% | +11.2% | +14.2% | +23.2% |
| YTD | +39.5% | +26.9% | +12.6% | +34.7% |
| 1Y | +78.0% | +18.8% | +59.2% | +73.3% |
| All | +46.1% | +75.4% | -29.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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