+227.3%
MRK vs CLF
+83.8%
+143.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.7% |
| 7D | -2.1% | +2.3% | -4.5% | -2.3% |
| 30D | +1.2% | +1.9% | -0.8% | +0.9% |
| 3M | +13.5% | +5.9% | +7.6% | +12.8% |
| 6M | +34.0% | +16.9% | +17.1% | +31.9% |
| YTD | +42.7% | -1.1% | +43.8% | +41.3% |
| 1Y | +66.6% | +28.8% | +37.8% | +62.5% |
| 3Y | +59.1% | -20.6% | +79.7% | +56.0% |
| 5Y | +104.1% | -41.5% | +145.6% | +100.4% |
| 10Y | +227.3% | +87.5% | +139.8% | +182.5% |
| All | +227.3% | +83.8% | +143.5% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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