+45.4%
MRK vs TGT
+39.9%
+5.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.3% | -5.2% | +1.0% | -3.6% |
| 30D | +8.3% | +1.2% | +7.1% | +8.0% |
| 3M | +20.0% | +18.4% | +1.7% | +17.3% |
| 6M | +25.7% | +33.4% | -7.8% | +20.9% |
| YTD | +38.7% | +63.8% | -25.1% | +30.1% |
| 1Y | +74.7% | +77.2% | -2.5% | +62.0% |
| 3Y | +45.4% | +41.8% | +3.6% | +35.4% |
| All | +45.4% | +39.9% | +5.5% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling