+236.2%
MRK vs CL
+54.1%
+182.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.7% | -2.3% | -0.4% | -1.7% |
| 30D | +12.7% | -5.5% | +18.2% | +15.4% |
| 3M | +24.2% | +0.8% | +23.4% | +23.5% |
| 6M | +27.8% | -4.2% | +32.0% | +29.7% |
| YTD | +42.2% | +13.4% | +28.8% | +33.9% |
| 1Y | +80.2% | +7.1% | +73.1% | +73.8% |
| 3Y | +48.4% | +29.0% | +19.4% | +30.8% |
| 5Y | +133.6% | +28.3% | +105.3% | +104.4% |
| 10Y | +236.2% | +57.3% | +178.9% | +162.2% |
| All | +236.2% | +54.1% | +182.2% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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