+3,767.8%
MRK vs CTAS
+26,175.4%
-22,407.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.7% | +2.0% | -1.3% | +0.2% |
| 30D | +0.3% | +8.7% | -8.4% | -1.7% |
| 3M | +9.7% | +13.3% | -3.6% | +6.5% |
| 6M | +32.0% | +39.4% | -7.4% | +22.0% |
| YTD | +43.3% | +21.5% | +21.8% | +36.4% |
| 1Y | +63.7% | +21.9% | +41.8% | +55.8% |
| 3Y | +58.0% | +73.6% | -15.6% | +37.4% |
| 5Y | +105.0% | +116.2% | -11.2% | +67.7% |
| 10Y | +228.6% | +818.2% | -589.6% | +88.5% |
| All | +3,767.8% | +26,175.4% | -22,407.5% | +1,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling