+3,763.3%
MRK vs CRS
+9,808.7%
-6,045.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | -0.9% | -3.1% | +2.1% | -0.5% |
| 30D | +15.5% | -19.6% | +35.1% | +18.8% |
| 3M | +25.1% | -8.1% | +33.2% | +26.0% |
| 6M | +30.1% | +18.6% | +11.5% | +26.0% |
| YTD | +43.1% | +45.9% | -2.8% | +34.3% |
| 1Y | +82.5% | +82.5% | 0.0% | +65.0% |
| 3Y | +49.3% | +648.9% | -599.6% | +6.8% |
| 5Y | +130.3% | +1,438.1% | -1,307.9% | +43.1% |
| 10Y | +234.3% | +1,327.0% | -1,092.6% | +90.4% |
| All | +3,763.3% | +9,808.7% | -6,045.3% | +1,257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling