+130.3%
MRK vs CLX
-37.2%
+167.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -5.0% | -5.9% | +0.8% | -3.6% |
| 30D | +11.0% | -17.0% | +28.0% | +16.1% |
| 3M | +22.4% | -9.6% | +32.0% | +25.2% |
| 6M | +25.4% | -21.5% | +46.9% | +32.7% |
| YTD | +39.5% | -8.8% | +48.3% | +41.8% |
| 1Y | +78.0% | -24.7% | +102.6% | +89.8% |
| 3Y | +45.5% | -35.6% | +81.2% | +61.4% |
| 5Y | +130.3% | -37.6% | +167.9% | +148.6% |
| All | +130.3% | -37.2% | +167.5% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling