+74.7%
MRK vs TE
+149.2%
-74.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.3% | +0.2% | -4.5% | -4.2% |
| 30D | +8.3% | -5.9% | +14.2% | +8.2% |
| 3M | +20.0% | -45.6% | +65.6% | +18.7% |
| 6M | +25.7% | -43.4% | +69.0% | +24.8% |
| YTD | +38.7% | -31.0% | +69.7% | +38.1% |
| 1Y | +74.7% | +145.2% | -70.5% | +70.5% |
| All | +74.7% | +149.2% | -74.5% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling