+84.6%
MRK vs TGT
+86.7%
-2.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.7% | +2.6% |
| 7D | +6.7% | +9.5% | -2.8% | +4.6% |
| 30D | +7.8% | +6.6% | +1.1% | +6.2% |
| 3M | +18.2% | +11.0% | +7.2% | +15.5% |
| 6M | +34.7% | +29.9% | +4.8% | +28.2% |
| YTD | +45.8% | +71.4% | -25.7% | +33.8% |
| 1Y | +84.6% | +88.6% | -4.0% | +67.2% |
| All | +84.6% | +86.7% | -2.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling