+3,740.9%
MRK vs CL
+5,336.9%
-1,596.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.4% |
| 30D | +2.8% | +11.4% | -8.6% | -1.7% |
| 3M | +15.0% | +4.4% | +10.6% | +12.8% |
| 6M | +30.9% | +10.8% | +20.1% | +25.2% |
| YTD | +42.3% | +25.1% | +17.1% | +29.3% |
| 1Y | +76.1% | +28.0% | +48.1% | +58.5% |
| 3Y | +54.1% | +37.6% | +16.5% | +33.9% |
| 5Y | +109.5% | +39.7% | +69.8% | +79.4% |
| 10Y | +254.8% | +75.8% | +179.0% | +171.7% |
| All | +3,740.9% | +5,336.9% | -1,596.1% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling