+700.8%
MRK vs TCOM
+2,658.7%
-1,957.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -0.9% | -7.6% | +6.7% | -0.2% |
| 30D | +15.5% | -12.2% | +27.7% | +16.8% |
| 3M | +25.1% | -14.2% | +39.3% | +26.6% |
| 6M | +30.1% | -25.0% | +55.1% | +33.1% |
| YTD | +43.1% | -43.7% | +86.8% | +49.8% |
| 1Y | +82.5% | -44.5% | +127.0% | +91.1% |
| 3Y | +49.3% | +13.4% | +35.9% | +43.7% |
| 5Y | +130.3% | +26.5% | +103.8% | +111.7% |
| 10Y | +234.3% | -10.3% | +244.6% | +206.5% |
| All | +700.8% | +2,658.7% | -1,957.8% | +437.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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