+222.4%
MRK vs CLBK
+65.5%
+156.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +8.3% | -1.0% | +9.3% | +8.4% |
| 3M | +20.0% | +22.9% | -2.9% | +16.1% |
| 6M | +25.7% | +44.2% | -18.5% | +18.6% |
| YTD | +38.7% | +64.0% | -25.2% | +28.2% |
| 1Y | +74.7% | +65.7% | +9.0% | +60.9% |
| 3Y | +45.4% | +54.1% | -8.7% | +32.9% |
| 5Y | +129.0% | +44.7% | +84.3% | +103.6% |
| All | +222.4% | +65.5% | +156.9% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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