+238.9%
CRM vs MRK
+230.6%
+8.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.1% |
| 7D | -4.4% | -4.3% | -0.2% | -3.4% |
| 30D | +28.1% | +8.3% | +19.9% | +25.1% |
| 3M | +48.8% | +20.0% | +28.8% | +41.2% |
| 6M | +28.3% | +25.7% | +2.6% | +19.5% |
| YTD | -6.0% | +38.7% | -44.8% | -15.5% |
| 1Y | +1.4% | +74.7% | -73.2% | -15.7% |
| 3Y | +11.8% | +45.4% | -33.5% | -3.7% |
| 5Y | -2.0% | +129.0% | -131.1% | -33.9% |
| All | +238.9% | +230.6% | +8.3% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 10y: compounded portfolio wealth divided by compounded MRK 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…
10y analysis · Full analysis span regression · 6 months rolling