+47.5%
MRK vs TLN
+583.6%
-536.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.2% |
| 7D | +1.3% | +7.1% | -5.7% | +1.5% |
| 30D | +17.1% | -3.9% | +21.0% | +17.0% |
| 3M | +25.9% | -16.2% | +42.1% | +25.4% |
| 6M | +26.8% | -5.8% | +32.6% | +26.7% |
| YTD | +44.9% | -15.4% | +60.3% | +44.6% |
| 1Y | +84.8% | -16.7% | +101.5% | +84.5% |
| 3Y | +50.1% | +473.8% | -423.6% | +46.8% |
| All | +47.5% | +583.6% | -536.0% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling