+3,739.1%
MRK vs TGT
+6,106.6%
-2,367.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -2.7% | -3.6% | +0.9% | -1.9% |
| 30D | +12.7% | +4.4% | +8.3% | +11.6% |
| 3M | +24.2% | +25.4% | -1.1% | +17.9% |
| 6M | +27.8% | +33.4% | -5.5% | +19.4% |
| YTD | +42.2% | +65.6% | -23.4% | +26.4% |
| 1Y | +80.2% | +80.3% | -0.1% | +56.9% |
| 3Y | +48.4% | +42.1% | +6.2% | +31.6% |
| 5Y | +133.6% | -25.0% | +158.6% | +132.2% |
| 10Y | +236.2% | +208.2% | +28.0% | +125.8% |
| All | +3,739.1% | +6,106.6% | -2,367.5% | +888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling