+84.6%
MRK vs CRL
+85.3%
-0.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.3% | +11.2% | +4.6% |
| 7D | +6.7% | -12.8% | +19.4% | +8.1% |
| 30D | +7.8% | +5.0% | +2.8% | +6.6% |
| 3M | +18.2% | +39.4% | -21.2% | +13.1% |
| 6M | +34.7% | +89.4% | -54.7% | +24.7% |
| YTD | +45.8% | +63.6% | -17.8% | +36.6% |
| 1Y | +84.6% | +83.5% | +1.1% | +65.2% |
| All | +84.6% | +85.3% | -0.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling