+236.2%
MRK vs CMS
+116.0%
+120.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +12.7% | -1.3% | +14.0% | +13.1% |
| 3M | +24.2% | -5.4% | +29.6% | +26.6% |
| 6M | +27.8% | -10.3% | +38.2% | +32.5% |
| YTD | +42.2% | -0.2% | +42.4% | +42.2% |
| 1Y | +80.2% | -0.9% | +81.1% | +80.5% |
| 3Y | +48.4% | +34.0% | +14.4% | +32.9% |
| 5Y | +133.6% | +23.6% | +110.0% | +112.4% |
| 10Y | +236.2% | +122.2% | +114.0% | +160.1% |
| All | +236.2% | +116.0% | +120.3% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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