+103.9%
MRK vs CRL
-13.0%
+116.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | +8.9% | -8.9% | -0.9% |
| 30D | +3.5% | +14.0% | -10.5% | +1.7% |
| 3M | +11.2% | +19.8% | -8.6% | +8.6% |
| 6M | +32.5% | +102.0% | -69.5% | +22.0% |
| YTD | +42.5% | +70.8% | -28.4% | +32.9% |
| 1Y | +65.4% | +98.7% | -33.3% | +51.6% |
| 3Y | +58.8% | +98.2% | -39.3% | +42.2% |
| 5Y | +103.9% | -11.7% | +115.5% | +82.2% |
| All | +103.9% | -13.0% | +116.9% | +82.2% |
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 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