+59.2%
MRK vs CLF
-27.6%
+86.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | +1.1% |
| 7D | +0.3% | -14.1% | +14.4% | +0.7% |
| 30D | +2.2% | -5.5% | +7.7% | +2.2% |
| 3M | +16.4% | 0.0% | +16.4% | +16.1% |
| 6M | +35.3% | +11.3% | +24.1% | +34.0% |
| YTD | +44.2% | -7.7% | +51.9% | +43.6% |
| 1Y | +77.5% | +17.5% | +59.9% | +75.4% |
| 3Y | +59.2% | -25.4% | +84.6% | +54.4% |
| All | +59.2% | -27.6% | +86.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling