+434.7%
MRK vs CRL
+1,327.0%
-892.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.9% |
| 7D | -4.3% | -3.5% | -0.7% | -3.6% |
| 30D | +8.3% | -2.1% | +10.4% | +8.8% |
| 3M | +20.0% | +48.0% | -27.9% | +10.8% |
| 6M | +25.7% | +64.7% | -39.1% | +12.8% |
| YTD | +38.7% | +39.5% | -0.8% | +28.0% |
| 1Y | +74.7% | +74.2% | +0.5% | +53.9% |
| 3Y | +45.4% | +39.4% | +6.0% | +28.5% |
| 5Y | +129.0% | -36.9% | +165.9% | +132.1% |
| 10Y | +228.0% | +253.3% | -25.3% | +119.2% |
| All | +434.7% | +1,327.0% | -892.2% | +170.3% |
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