+82.5%
MRK vs CSGP
-66.0%
+148.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -0.9% | -5.1% | +4.2% | -0.5% |
| 30D | +15.5% | +0.3% | +15.1% | +15.8% |
| 3M | +25.1% | -9.1% | +34.2% | +25.0% |
| 6M | +30.1% | -37.3% | +67.4% | +30.0% |
| YTD | +43.1% | -54.9% | +98.0% | +46.3% |
| 1Y | +82.5% | -65.5% | +148.0% | +91.7% |
| All | +82.5% | -66.0% | +148.4% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling