+49.3%
MRK vs TLN
+494.5%
-445.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.2% |
| 7D | -0.9% | +10.9% | -11.8% | -0.7% |
| 30D | +15.5% | -6.3% | +21.8% | +15.3% |
| 3M | +25.1% | -10.7% | +35.8% | +24.8% |
| 6M | +30.1% | +1.6% | +28.5% | +30.3% |
| YTD | +43.1% | -13.1% | +56.2% | +42.9% |
| 1Y | +82.5% | -15.1% | +97.5% | +82.2% |
| 3Y | +49.3% | +495.0% | -445.7% | +43.3% |
| All | +49.3% | +494.5% | -445.2% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling