+45.4%
MRK vs CRS
+612.2%
-566.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -4.3% | -6.8% | +2.5% | -4.0% |
| 30D | +8.3% | -16.1% | +24.4% | +9.0% |
| 3M | +20.0% | -21.2% | +41.2% | +21.0% |
| 6M | +25.7% | +8.7% | +17.0% | +24.4% |
| YTD | +38.7% | +41.0% | -2.2% | +35.8% |
| 1Y | +74.7% | +82.7% | -8.0% | +69.3% |
| 3Y | +45.4% | +604.8% | -559.4% | +33.8% |
| All | +45.4% | +612.2% | -566.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling