+230.8%
MRK vs CLF
+74.2%
+156.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | +0.7% | +10.4% | -9.7% | +0.2% |
| 30D | +0.3% | +0.6% | -0.3% | 0.0% |
| 3M | +9.7% | +4.1% | +5.5% | +9.0% |
| 6M | +32.0% | +15.1% | +16.8% | +30.0% |
| YTD | +43.3% | -4.7% | +48.0% | +42.1% |
| 1Y | +63.7% | +20.4% | +43.3% | +60.3% |
| 3Y | +58.0% | -23.4% | +81.4% | +55.2% |
| 5Y | +105.0% | -43.3% | +148.2% | +101.5% |
| All | +230.8% | +74.2% | +156.6% | +185.9% |
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