+19.5%
MRK vs TEM
+47.5%
-28.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.3% | -8.7% | +4.4% | -4.0% |
| 30D | +8.3% | +8.1% | +0.2% | +7.9% |
| 3M | +20.0% | +19.0% | +1.0% | +19.4% |
| 6M | +25.7% | +12.0% | +13.7% | +25.0% |
| YTD | +38.7% | -0.1% | +38.8% | +38.2% |
| 1Y | +74.7% | -33.5% | +108.2% | +74.9% |
| All | +19.5% | +47.5% | -28.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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