+105.7%
MRK vs CCL
+32.6%
+73.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | +0.3% | +13.1% | -12.9% | -0.2% |
| 3M | +9.7% | +3.4% | +6.3% | +9.4% |
| 6M | +32.0% | +18.7% | +13.2% | +30.9% |
| YTD | +43.3% | -2.3% | +45.5% | +42.8% |
| 1Y | +63.7% | +14.2% | +49.5% | +62.4% |
| 3Y | +58.0% | +133.6% | -75.6% | +53.9% |
| All | +105.7% | +32.6% | +73.1% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 5y: compounded portfolio wealth divided by compounded CCL 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…
5y analysis · Full analysis span regression · 6 months rolling