+3,752.6%
MRK vs CMS
+471.9%
+3,280.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +1.2% | +6.6% | -5.4% | -0.4% |
| 3M | +13.5% | +0.8% | +12.7% | +13.2% |
| 6M | +34.0% | -3.3% | +37.3% | +35.1% |
| YTD | +42.7% | +2.7% | +40.0% | +41.6% |
| 1Y | +66.6% | -4.0% | +70.6% | +68.1% |
| 3Y | +59.1% | +37.6% | +21.5% | +46.1% |
| 5Y | +104.1% | +35.4% | +68.7% | +86.6% |
| 10Y | +227.3% | +136.0% | +91.3% | +159.7% |
| All | +3,752.6% | +471.9% | +3,280.8% | +2,261.4% |
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