+57.4%
MRK vs CSGP
-61.8%
+119.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | -7.1% | +5.0% | -1.3% |
| 30D | +1.2% | +3.6% | -2.4% | +0.5% |
| 3M | +13.5% | -2.7% | +16.2% | +13.5% |
| 6M | +34.0% | -8.0% | +42.0% | +34.4% |
| YTD | +42.7% | -55.0% | +97.7% | +54.5% |
| 1Y | +66.6% | -55.8% | +122.3% | +80.8% |
| All | +57.4% | -61.8% | +119.2% | +73.5% |
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