+109.6%
MRK vs CMS
+36.1%
+73.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +2.2% | +7.1% | -4.9% | +0.2% |
| 3M | +16.4% | -1.3% | +17.7% | +16.7% |
| 6M | +35.3% | -2.7% | +38.0% | +36.4% |
| YTD | +44.2% | +2.6% | +41.6% | +43.3% |
| 1Y | +77.5% | -2.0% | +79.5% | +78.5% |
| 3Y | +59.2% | +39.6% | +19.6% | +46.4% |
| 5Y | +109.6% | +35.3% | +74.2% | +98.3% |
| All | +109.6% | +36.1% | +73.4% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling