+519.1%
MRK vs CLS
+2,489.5%
-1,970.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +5.9% | +0.9% |
| 7D | +0.7% | +16.3% | -15.6% | -0.5% |
| 30D | +0.3% | -25.7% | +25.9% | +2.1% |
| 3M | +9.7% | -30.9% | +40.5% | +11.8% |
| 6M | +32.0% | -35.5% | +67.4% | +34.1% |
| YTD | +43.3% | -18.7% | +62.0% | +41.8% |
| 1Y | +63.7% | -17.9% | +81.6% | +61.3% |
| 3Y | +58.0% | +838.1% | -780.1% | +19.9% |
| 5Y | +105.0% | +1,971.9% | -1,866.9% | +41.6% |
| 10Y | +228.6% | +1,907.9% | -1,679.2% | +117.7% |
| All | +519.1% | +2,489.5% | -1,970.4% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling