+106.7%
MRK vs TE
-52.9%
+159.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +8.3% | -5.9% | +14.2% | +8.3% |
| 3M | +20.0% | -45.6% | +65.6% | +20.1% |
| 6M | +25.7% | -43.4% | +69.0% | +25.6% |
| YTD | +38.7% | -31.0% | +69.7% | +38.2% |
| 1Y | +74.7% | +145.2% | -70.5% | +70.8% |
| 3Y | +45.4% | -24.1% | +69.4% | +40.3% |
| 5Y | +129.0% | -48.1% | +177.2% | +121.4% |
| All | +106.7% | -52.9% | +159.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling