+224.4%
MRK vs CLX
-3.7%
+228.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -4.3% | -5.7% | +1.4% | -2.9% |
| 30D | +8.3% | -17.0% | +25.3% | +13.3% |
| 3M | +20.0% | -9.7% | +29.7% | +22.8% |
| 6M | +25.7% | -19.8% | +45.5% | +31.9% |
| YTD | +38.7% | -9.8% | +48.6% | +41.3% |
| 1Y | +74.7% | -26.2% | +100.9% | +86.6% |
| 3Y | +45.4% | -36.2% | +81.5% | +60.3% |
| 5Y | +129.0% | -38.3% | +167.4% | +150.8% |
| All | +224.4% | -3.7% | +228.1% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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