+776.4%
MRK vs TDG
+12,853.5%
-12,077.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | +11.0% | -9.3% | +20.2% | +13.4% |
| 3M | +22.4% | -7.1% | +29.4% | +24.2% |
| 6M | +25.4% | -11.2% | +36.6% | +28.3% |
| YTD | +39.5% | -15.3% | +54.8% | +43.9% |
| 1Y | +78.0% | -12.5% | +90.4% | +82.1% |
| 3Y | +45.5% | +51.2% | -5.7% | +29.4% |
| 5Y | +130.3% | +126.1% | +4.1% | +82.1% |
| 10Y | +229.8% | +536.2% | -306.4% | +80.5% |
| All | +776.4% | +12,853.5% | -12,077.1% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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