+74.7%
MRK vs TLN
-23.3%
+98.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -4.3% | -1.3% | -2.9% | -4.3% |
| 30D | +8.3% | -14.3% | +22.6% | +8.0% |
| 3M | +20.0% | -9.3% | +29.3% | +19.6% |
| 6M | +25.7% | -1.1% | +26.8% | +25.4% |
| YTD | +38.7% | -16.6% | +55.3% | +38.6% |
| 1Y | +74.7% | -22.0% | +96.7% | +74.6% |
| All | +74.7% | -23.3% | +98.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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