+129.9%
MRK vs TKO
+291.2%
-161.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | +2.3% | -6.6% | -4.5% |
| 30D | +8.3% | -2.5% | +10.8% | +8.5% |
| 3M | +20.0% | -10.6% | +30.6% | +21.1% |
| 6M | +25.7% | -5.1% | +30.7% | +26.1% |
| YTD | +38.7% | -8.2% | +47.0% | +39.4% |
| 1Y | +74.7% | -4.4% | +79.1% | +74.8% |
| 3Y | +45.4% | +100.4% | -55.0% | +35.9% |
| All | +129.9% | +291.2% | -161.3% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling