+452.2%
MRK vs CRL
+1,633.2%
-1,181.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +11.9% | -11.6% | -2.4% |
| 3M | +9.7% | +20.2% | -10.5% | +5.1% |
| 6M | +32.0% | +107.5% | -75.6% | +13.0% |
| YTD | +43.3% | +69.4% | -26.2% | +26.4% |
| 1Y | +63.7% | +99.7% | -36.1% | +39.7% |
| 3Y | +58.0% | +98.8% | -40.8% | +29.5% |
| 5Y | +105.0% | -12.4% | +117.4% | +93.2% |
| 10Y | +228.6% | +352.9% | -124.2% | +107.8% |
| All | +452.2% | +1,633.2% | -1,181.0% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling