+3,812.0%
MRK vs TAP
+825.0%
+2,987.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | -2.3% | +3.7% | +1.8% |
| 30D | +17.1% | -2.1% | +19.3% | +17.6% |
| 3M | +25.9% | +6.6% | +19.3% | +24.3% |
| 6M | +26.8% | -11.5% | +38.3% | +29.3% |
| YTD | +44.9% | -10.3% | +55.2% | +47.2% |
| 1Y | +84.8% | -14.4% | +99.2% | +89.1% |
| 3Y | +50.1% | -28.3% | +78.4% | +57.1% |
| 5Y | +127.4% | +1.7% | +125.7% | +121.3% |
| 10Y | +240.0% | -49.2% | +289.2% | +260.7% |
| All | +3,812.0% | +825.0% | +2,987.0% | +2,443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling