+103.1%
MRK vs TPG
+74.1%
+29.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -4.3% | -9.4% | +5.2% | -3.8% |
| 30D | +8.3% | -5.3% | +13.5% | +8.6% |
| 3M | +20.0% | +12.9% | +7.1% | +19.3% |
| 6M | +25.7% | +20.1% | +5.6% | +24.4% |
| YTD | +38.7% | -22.5% | +61.2% | +40.5% |
| 1Y | +74.7% | -19.7% | +94.4% | +76.3% |
| 3Y | +45.4% | +81.2% | -35.8% | +39.3% |
| All | +103.1% | +74.1% | +29.0% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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