+3,812.0%
MRK vs THC
+508.9%
+3,303.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +17.1% | +1.3% | +15.9% | +17.0% |
| 3M | +25.9% | +64.2% | -38.3% | +19.9% |
| 6M | +26.8% | +8.3% | +18.5% | +25.4% |
| YTD | +44.9% | +33.4% | +11.5% | +40.3% |
| 1Y | +84.8% | +37.7% | +47.2% | +78.2% |
| 3Y | +50.1% | +236.8% | -186.7% | +31.3% |
| 5Y | +127.4% | +249.3% | -121.8% | +93.6% |
| 10Y | +240.0% | +995.2% | -755.3% | +134.8% |
| All | +3,812.0% | +508.9% | +3,303.1% | +2,193.3% |
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