+46.1%
MRK vs TE
-27.3%
+73.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.9% |
| 7D | -5.0% | +0.9% | -5.9% | -5.0% |
| 30D | +11.0% | -16.3% | +27.2% | +11.0% |
| 3M | +22.4% | -40.8% | +63.1% | +22.5% |
| 6M | +25.4% | -42.6% | +68.0% | +25.3% |
| YTD | +39.5% | -31.4% | +70.9% | +38.6% |
| 1Y | +78.0% | +144.9% | -67.0% | +71.3% |
| All | +46.1% | -27.3% | +73.4% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling