+45.4%
MRK vs TNA
+101.9%
-56.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -4.3% | -7.3% | +3.0% | -3.7% |
| 30D | +8.3% | -14.2% | +22.5% | +9.5% |
| 3M | +20.0% | -4.6% | +24.6% | +20.3% |
| 6M | +25.7% | +36.9% | -11.3% | +22.0% |
| YTD | +38.7% | +42.5% | -3.8% | +33.9% |
| 1Y | +74.7% | +45.8% | +28.9% | +67.8% |
| 3Y | +45.4% | +104.7% | -59.3% | +33.1% |
| All | +45.4% | +101.9% | -56.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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