+3,812.0%
MRK vs CMS
+457.8%
+3,354.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +0.4% | +1.0% | +1.2% |
| 30D | +17.1% | -3.6% | +20.7% | +18.2% |
| 3M | +25.9% | -1.9% | +27.8% | +26.5% |
| 6M | +26.8% | -11.0% | +37.8% | +30.4% |
| YTD | +44.9% | +0.2% | +44.7% | +44.7% |
| 1Y | +84.8% | -1.3% | +86.2% | +85.2% |
| 3Y | +50.1% | +35.9% | +14.2% | +38.2% |
| 5Y | +127.4% | +23.1% | +104.3% | +112.8% |
| 10Y | +240.0% | +117.9% | +122.0% | +174.5% |
| All | +3,812.0% | +457.8% | +3,354.2% | +2,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling