+3,767.8%
MRK vs THC
+557.1%
+3,210.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +0.3% | +5.3% | -5.0% | -0.2% |
| 3M | +9.7% | +7.1% | +2.5% | +8.9% |
| 6M | +32.0% | +46.0% | -14.1% | +26.9% |
| YTD | +43.3% | +43.9% | -0.7% | +37.6% |
| 1Y | +63.7% | +45.4% | +18.2% | +57.0% |
| 3Y | +58.0% | +421.3% | -363.3% | +32.8% |
| 5Y | +105.0% | +261.5% | -156.5% | +74.1% |
| 10Y | +228.6% | +1,865.8% | -1,637.2% | +115.2% |
| All | +3,767.8% | +557.1% | +3,210.8% | +2,150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling