+497.8%
MRK vs TEL
+707.4%
-209.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +12.7% | -4.1% | +16.8% | +13.8% |
| 3M | +24.2% | -2.6% | +26.8% | +24.4% |
| 6M | +27.8% | 0.0% | +27.8% | +26.3% |
| YTD | +42.2% | -9.1% | +51.3% | +43.6% |
| 1Y | +80.2% | -0.8% | +81.0% | +76.8% |
| 3Y | +48.4% | +67.4% | -19.0% | +22.8% |
| 5Y | +133.6% | +51.8% | +81.8% | +93.7% |
| 10Y | +236.2% | +299.4% | -63.2% | +92.8% |
| All | +497.8% | +707.4% | -209.6% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling