+240.6%
MRK vs CSGP
+44.3%
+196.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | +17.1% | +2.3% | +14.8% | +16.8% |
| 3M | +25.9% | -8.2% | +34.1% | +27.2% |
| 6M | +26.8% | -35.1% | +61.9% | +34.6% |
| YTD | +44.9% | -54.0% | +98.9% | +61.5% |
| 1Y | +84.8% | -65.3% | +150.1% | +115.8% |
| 3Y | +50.1% | -62.6% | +112.7% | +70.7% |
| 5Y | +127.4% | -64.8% | +192.2% | +159.0% |
| All | +240.6% | +44.3% | +196.3% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling