+224.4%
MRK vs TEL
+316.2%
-91.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.2% |
| 7D | -4.3% | +1.6% | -5.8% | -4.6% |
| 30D | +8.3% | -0.7% | +8.9% | +8.3% |
| 3M | +20.0% | +2.4% | +17.6% | +19.0% |
| 6M | +25.7% | +4.1% | +21.5% | +23.6% |
| YTD | +38.7% | -5.8% | +44.6% | +38.9% |
| 1Y | +74.7% | +0.9% | +73.8% | +71.6% |
| 3Y | +45.4% | +72.6% | -27.2% | +24.8% |
| 5Y | +129.0% | +57.5% | +71.5% | +96.9% |
| All | +224.4% | +316.2% | -91.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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