+224.4%
MRK vs CTAS
+687.6%
-463.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | +8.3% | -0.7% | +9.0% | +8.5% |
| 3M | +20.0% | +11.1% | +9.0% | +16.5% |
| 6M | +25.7% | +2.1% | +23.5% | +24.5% |
| YTD | +38.7% | +8.0% | +30.8% | +35.3% |
| 1Y | +74.7% | -0.5% | +75.2% | +74.0% |
| 3Y | +45.4% | +66.2% | -20.9% | +23.8% |
| 5Y | +129.0% | +109.2% | +19.9% | +79.9% |
| All | +224.4% | +687.6% | -463.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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