+105.7%
MRK vs TECH
-41.0%
+146.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +0.5% | -0.3% | +0.2% |
| 3M | +9.7% | +1.1% | +8.6% | +9.5% |
| 6M | +32.0% | +62.8% | -30.9% | +22.8% |
| YTD | +43.3% | +24.5% | +18.8% | +37.5% |
| 1Y | +63.7% | +20.6% | +43.0% | +57.9% |
| 3Y | +58.0% | +29.5% | +28.5% | +48.1% |
| All | +105.7% | -41.0% | +146.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling