+49.9%
MRK vs CLS
+1,291.7%
-1,241.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.9% | -1.1% |
| 7D | -0.9% | +12.8% | -13.7% | -0.6% |
| 30D | +15.5% | +3.8% | +11.6% | +15.7% |
| 3M | +25.1% | -14.6% | +39.7% | +24.9% |
| 6M | +30.1% | +32.2% | -2.1% | +31.1% |
| YTD | +43.1% | +11.6% | +31.5% | +43.7% |
| 1Y | +82.5% | +35.1% | +47.4% | +84.4% |
| All | +49.9% | +1,291.7% | -1,241.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling