+140.0%
MRK vs CTVA
+216.1%
-76.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -0.9% | -2.1% | +1.2% | -0.5% |
| 30D | +15.5% | +12.0% | +3.4% | +12.9% |
| 3M | +25.1% | +13.5% | +11.6% | +21.8% |
| 6M | +30.1% | +12.1% | +18.0% | +26.7% |
| YTD | +43.1% | +29.0% | +14.1% | +35.6% |
| 1Y | +82.5% | +18.9% | +63.6% | +75.2% |
| 3Y | +49.3% | +78.9% | -29.6% | +29.9% |
| 5Y | +130.3% | +105.2% | +25.0% | +91.4% |
| All | +140.0% | +216.1% | -76.1% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling