+230.8%
MRK vs CMS
+140.2%
+90.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | +0.3% | +6.2% | -5.9% | -1.8% |
| 3M | +9.7% | +0.6% | +9.0% | +9.3% |
| 6M | +32.0% | -1.8% | +33.7% | +32.7% |
| YTD | +43.3% | +3.8% | +39.4% | +41.2% |
| 1Y | +63.7% | -1.8% | +65.4% | +64.4% |
| 3Y | +58.0% | +39.8% | +18.2% | +39.1% |
| 5Y | +105.0% | +37.1% | +67.9% | +78.6% |
| All | +230.8% | +140.2% | +90.6% | +137.6% |
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