+130.3%
MRK vs THC
+248.0%
-117.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.1% |
| 7D | -0.9% | -2.6% | +1.6% | -0.7% |
| 30D | +15.5% | -1.2% | +16.6% | +15.5% |
| 3M | +25.1% | +58.9% | -33.8% | +20.4% |
| 6M | +30.1% | +9.3% | +20.8% | +28.6% |
| YTD | +43.1% | +30.4% | +12.7% | +39.5% |
| 1Y | +82.5% | +34.6% | +47.9% | +77.4% |
| 3Y | +49.3% | +246.7% | -197.3% | +36.9% |
| 5Y | +130.3% | +244.5% | -114.3% | +122.1% |
| All | +130.3% | +248.0% | -117.7% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling