+529.0%
MRK vs CSGP
+3,334.4%
-2,805.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | +1.3% | -4.1% | +5.4% | +1.8% |
| 30D | +17.1% | +2.3% | +14.8% | +16.9% |
| 3M | +25.9% | -8.2% | +34.1% | +26.8% |
| 6M | +26.8% | -35.1% | +61.9% | +32.0% |
| YTD | +44.9% | -54.0% | +98.9% | +55.7% |
| 1Y | +84.8% | -65.3% | +150.1% | +104.3% |
| 3Y | +50.1% | -62.6% | +112.7% | +63.4% |
| 5Y | +127.4% | -64.8% | +192.2% | +145.9% |
| 10Y | +240.0% | +45.1% | +194.9% | +216.7% |
| All | +529.0% | +3,334.4% | -2,805.5% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling