+130.3%
MRK vs CRL
-38.6%
+168.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | -5.0% | -6.9% | +1.9% | -4.2% |
| 30D | +11.0% | -3.2% | +14.1% | +11.4% |
| 3M | +22.4% | +46.5% | -24.2% | +17.3% |
| 6M | +25.4% | +63.1% | -37.7% | +18.3% |
| YTD | +39.5% | +36.9% | +2.6% | +33.8% |
| 1Y | +78.0% | +78.1% | -0.1% | +65.7% |
| 3Y | +45.5% | +36.7% | +8.9% | +34.9% |
| 5Y | +130.3% | -38.1% | +168.4% | +127.5% |
| All | +130.3% | -38.6% | +168.9% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling