+230.8%
MRK vs TPR
+364.3%
-133.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +0.3% | +15.1% | -14.8% | -1.2% |
| 3M | +9.7% | +3.5% | +6.1% | +9.1% |
| 6M | +32.0% | +0.4% | +31.5% | +31.2% |
| YTD | +43.3% | +4.6% | +38.7% | +41.6% |
| 1Y | +63.7% | +33.1% | +30.6% | +58.0% |
| 3Y | +58.0% | +396.0% | -338.0% | +31.2% |
| 5Y | +105.0% | +230.3% | -125.3% | +74.6% |
| All | +230.8% | +364.3% | -133.5% | +152.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling