+54.1%
MRK vs CSGP
-60.4%
+114.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.5% | +0.4% |
| 7D | -1.9% | +1.3% | -3.1% | -2.0% |
| 30D | +2.8% | +10.7% | -7.9% | +1.2% |
| 3M | +15.0% | +3.3% | +11.7% | +14.4% |
| 6M | +30.9% | -10.3% | +41.2% | +31.5% |
| YTD | +42.3% | -54.6% | +96.8% | +53.6% |
| 1Y | +76.1% | -54.6% | +130.7% | +90.0% |
| 3Y | +54.1% | -60.3% | +114.4% | +72.2% |
| All | +54.1% | -60.4% | +114.5% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling