+84.6%
MRK vs TKO
+5.6%
+78.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.6% | +3.2% |
| 7D | +6.7% | +11.3% | -4.6% | +4.3% |
| 30D | +7.8% | +9.3% | -1.5% | +5.7% |
| 3M | +18.2% | +5.3% | +12.9% | +17.2% |
| 6M | +34.7% | +4.9% | +29.8% | +33.6% |
| YTD | +45.8% | -6.3% | +52.1% | +47.0% |
| 1Y | +84.6% | +4.9% | +79.7% | +82.9% |
| All | +84.6% | +5.6% | +78.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling