+3,812.0%
MRK vs CL
+4,870.0%
-1,057.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.7% |
| 7D | +1.3% | -2.2% | +3.5% | +2.2% |
| 30D | +17.1% | -4.8% | +22.0% | +19.4% |
| 3M | +25.9% | +4.9% | +21.0% | +23.2% |
| 6M | +26.8% | -5.7% | +32.5% | +29.4% |
| YTD | +44.9% | +14.4% | +30.5% | +36.7% |
| 1Y | +84.8% | +8.7% | +76.1% | +77.7% |
| 3Y | +50.1% | +30.0% | +20.1% | +33.4% |
| 5Y | +127.4% | +28.4% | +99.1% | +101.6% |
| 10Y | +240.0% | +50.1% | +189.9% | +177.4% |
| All | +3,812.0% | +4,870.0% | -1,057.9% | +637.1% |
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