+3,794.0%
MRK vs CL
+5,414.6%
-1,620.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | +2.2% | +11.6% | -9.4% | -2.3% |
| 3M | +16.4% | +5.6% | +10.8% | +13.6% |
| 6M | +35.3% | +13.2% | +22.2% | +28.3% |
| YTD | +44.2% | +26.9% | +17.3% | +30.4% |
| 1Y | +77.5% | +27.3% | +50.1% | +60.1% |
| 3Y | +59.2% | +39.7% | +19.5% | +37.5% |
| 5Y | +109.6% | +41.3% | +68.2% | +78.6% |
| 10Y | +229.6% | +76.3% | +153.4% | +152.3% |
| All | +3,794.0% | +5,414.6% | -1,620.6% | +602.9% |
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