+84.8%
MRK vs TPR
+18.2%
+66.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | -2.7% | +4.0% | +1.6% |
| 30D | +17.1% | -23.3% | +40.4% | +20.0% |
| 3M | +25.9% | -12.8% | +38.7% | +26.3% |
| 6M | +26.8% | -21.7% | +48.5% | +28.8% |
| YTD | +44.9% | -3.9% | +48.8% | +43.2% |
| 1Y | +84.8% | +16.9% | +67.9% | +77.2% |
| All | +84.8% | +18.2% | +66.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling