+84.6%
MRK vs TDY
+22.9%
+61.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.8% | +8.7% | +4.4% |
| 7D | +6.7% | -5.0% | +11.7% | +7.2% |
| 30D | +7.8% | +2.0% | +5.8% | +7.2% |
| 3M | +18.2% | -7.7% | +25.9% | +19.4% |
| 6M | +34.7% | -0.9% | +35.6% | +33.8% |
| YTD | +45.8% | +23.7% | +22.0% | +36.1% |
| 1Y | +84.6% | +23.6% | +60.9% | +73.0% |
| All | +84.6% | +22.9% | +61.7% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling