+526.2%
MRK vs CLS
+3,265.4%
-2,739.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +1.3% | +4.6% | -3.2% | +0.9% |
| 30D | +17.1% | -13.9% | +31.0% | +18.2% |
| 3M | +25.9% | -26.6% | +52.5% | +27.9% |
| 6M | +26.8% | +15.4% | +11.4% | +23.5% |
| YTD | +44.9% | +5.7% | +39.2% | +41.5% |
| 1Y | +84.8% | +41.1% | +43.7% | +74.9% |
| 3Y | +50.1% | +1,228.6% | -1,178.5% | +11.3% |
| 5Y | +127.4% | +3,240.6% | -3,113.2% | +51.4% |
| 10Y | +240.0% | +2,760.3% | -2,520.4% | +120.2% |
| All | +526.2% | +3,265.4% | -2,739.2% | +173.7% |
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 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