+230.8%
MRK vs CLS
+1,916.3%
-1,685.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +5.9% | +0.7% |
| 7D | +0.7% | +16.3% | -15.6% | +0.2% |
| 30D | +0.3% | -25.7% | +25.9% | +1.0% |
| 3M | +9.7% | -30.9% | +40.5% | +10.6% |
| 6M | +32.0% | -35.5% | +67.4% | +32.8% |
| YTD | +43.3% | -18.7% | +62.0% | +42.0% |
| 1Y | +63.7% | -17.9% | +81.6% | +61.9% |
| 3Y | +58.0% | +838.1% | -780.1% | +26.4% |
| 5Y | +105.0% | +1,971.9% | -1,866.9% | +47.8% |
| All | +230.8% | +1,916.3% | -1,685.5% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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