+427.5%
MRK vs TKO
+1,395.0%
-967.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +11.0% | -2.6% | +13.6% | +11.3% |
| 3M | +22.4% | -7.8% | +30.2% | +23.4% |
| 6M | +25.4% | -7.0% | +32.4% | +26.2% |
| YTD | +39.5% | -8.5% | +48.0% | +40.4% |
| 1Y | +78.0% | -1.3% | +79.3% | +77.5% |
| 3Y | +45.5% | +105.0% | -59.4% | +32.7% |
| 5Y | +130.3% | +292.9% | -162.6% | +93.7% |
| 10Y | +229.8% | +979.3% | -749.5% | +138.6% |
| All | +427.5% | +1,395.0% | -967.5% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling