+45.4%
MRK vs CRBG
+122.1%
-76.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.7% |
| 7D | -4.3% | +0.6% | -4.8% | -4.3% |
| 30D | +8.3% | +2.6% | +5.6% | +8.0% |
| 3M | +20.0% | +24.0% | -4.0% | +17.8% |
| 6M | +25.7% | +50.5% | -24.8% | +21.2% |
| YTD | +38.7% | +17.1% | +21.6% | +36.3% |
| 1Y | +74.7% | +5.9% | +68.8% | +73.0% |
| 3Y | +45.4% | +122.7% | -77.4% | +35.4% |
| All | +45.4% | +122.1% | -76.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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