+236.2%
MRK vs THC
+1,002.8%
-766.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | -2.7% | +4.1% | -6.8% | -3.0% |
| 30D | +12.7% | +3.5% | +9.2% | +12.4% |
| 3M | +24.2% | +61.7% | -37.5% | +20.0% |
| 6M | +27.8% | +11.8% | +16.0% | +26.4% |
| YTD | +42.2% | +35.4% | +6.8% | +38.7% |
| 1Y | +80.2% | +37.0% | +43.2% | +75.5% |
| 3Y | +48.4% | +260.1% | -211.7% | +34.9% |
| 5Y | +133.6% | +262.6% | -129.0% | +109.2% |
| 10Y | +236.2% | +1,039.2% | -803.0% | +175.0% |
| All | +236.2% | +1,002.8% | -766.5% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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