+137.3%
MRK vs TOST
-46.9%
+184.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -1.9% | +9.4% | -11.3% | -2.0% |
| 30D | +2.8% | +13.5% | -10.7% | +2.6% |
| 3M | +15.0% | -0.1% | +15.1% | +15.0% |
| 6M | +30.9% | +22.5% | +8.4% | +30.7% |
| YTD | +42.3% | -2.4% | +44.6% | +42.4% |
| 1Y | +76.1% | -4.7% | +80.8% | +76.2% |
| 3Y | +54.1% | +103.2% | -49.1% | +52.2% |
| 5Y | +109.5% | -41.2% | +150.7% | +110.7% |
| All | +137.3% | -46.9% | +184.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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