+1,208.3%
MRK vs TD
+7,806.2%
-6,597.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +15.5% | -0.7% | +16.1% | +15.5% |
| 3M | +25.1% | +6.3% | +18.8% | +22.5% |
| 6M | +30.1% | +27.9% | +2.2% | +20.4% |
| YTD | +43.1% | +29.8% | +13.3% | +31.7% |
| 1Y | +82.5% | +63.7% | +18.8% | +56.4% |
| 3Y | +49.3% | +128.3% | -79.0% | +14.4% |
| 5Y | +130.3% | +125.5% | +4.7% | +74.7% |
| 10Y | +234.3% | +296.7% | -62.3% | +107.8% |
| All | +1,208.3% | +7,806.2% | -6,597.8% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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