+49.3%
MRK vs CMS
+35.3%
+14.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.9% | +1.2% | -2.2% | -1.3% |
| 30D | +15.5% | -3.2% | +18.6% | +16.5% |
| 3M | +25.1% | -2.2% | +27.3% | +26.1% |
| 6M | +30.1% | -9.4% | +39.5% | +34.0% |
| YTD | +43.1% | +0.7% | +42.4% | +43.2% |
| 1Y | +82.5% | +0.4% | +82.1% | +82.9% |
| 3Y | +49.3% | +35.2% | +14.1% | +40.9% |
| All | +49.3% | +35.3% | +14.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling