+84.6%
MRK vs TPR
+20.9%
+63.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +3.6% |
| 7D | +6.7% | +12.6% | -6.0% | +5.7% |
| 30D | +7.8% | +7.1% | +0.6% | +7.1% |
| 3M | +18.2% | -19.4% | +37.5% | +19.8% |
| 6M | +34.7% | -9.7% | +44.4% | +34.2% |
| YTD | +45.8% | -1.0% | +46.8% | +45.0% |
| 1Y | +84.6% | +19.3% | +65.3% | +87.5% |
| All | +84.6% | +20.9% | +63.7% | +87.5% |
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