+133.6%
MRK vs TAP
-0.5%
+134.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.7% | -5.1% | +2.4% | -1.7% |
| 30D | +12.7% | -8.4% | +21.1% | +14.6% |
| 3M | +24.2% | -3.9% | +28.2% | +25.0% |
| 6M | +27.8% | -14.4% | +42.2% | +31.2% |
| YTD | +42.2% | -14.7% | +56.9% | +45.9% |
| 1Y | +80.2% | -18.7% | +98.9% | +86.2% |
| 3Y | +48.4% | -32.6% | +81.0% | +57.5% |
| 5Y | +133.6% | -1.4% | +135.0% | +131.4% |
| All | +133.6% | -0.5% | +134.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling