+247.5%
MRK vs CSGP
+63.3%
+184.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.5% | +0.6% |
| 7D | -1.9% | +1.3% | -3.1% | -2.1% |
| 30D | +2.8% | +10.7% | -7.9% | +0.7% |
| 3M | +15.0% | +3.3% | +11.7% | +13.9% |
| 6M | +30.9% | -10.3% | +41.2% | +31.9% |
| YTD | +42.3% | -54.6% | +96.8% | +57.9% |
| 1Y | +76.1% | -54.6% | +130.7% | +95.4% |
| 3Y | +54.1% | -60.3% | +114.4% | +72.6% |
| 5Y | +109.5% | -63.3% | +172.8% | +135.3% |
| All | +247.5% | +63.3% | +184.2% | +209.4% |
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