+236.2%
MRK vs CLF
+116.4%
+119.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -2.7% | -2.7% | -0.1% | -2.6% |
| 30D | +12.7% | -3.2% | +15.9% | +12.8% |
| 3M | +24.2% | -5.0% | +29.2% | +24.2% |
| 6M | +27.8% | +26.6% | +1.2% | +25.4% |
| YTD | +42.2% | -9.0% | +51.2% | +41.8% |
| 1Y | +80.2% | +11.8% | +68.4% | +76.7% |
| 3Y | +48.4% | -15.1% | +63.5% | +45.0% |
| 5Y | +133.6% | -48.2% | +181.8% | +131.1% |
| 10Y | +236.2% | +127.6% | +108.7% | +172.6% |
| All | +236.2% | +116.4% | +119.8% | +172.6% |
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