+224.1%
MRK vs TPR
+386.9%
-162.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +2.3% | +12.1% | -9.7% | +1.2% |
| 30D | +1.7% | +16.7% | -15.0% | +0.1% |
| 3M | +13.8% | -17.4% | +31.1% | +15.5% |
| 6M | +34.7% | +2.3% | +32.4% | +33.7% |
| YTD | +43.6% | +7.1% | +36.4% | +41.6% |
| 1Y | +75.7% | +29.5% | +46.2% | +70.0% |
| 3Y | +60.0% | +415.0% | -355.0% | +32.4% |
| 5Y | +105.4% | +261.5% | -156.1% | +73.0% |
| 10Y | +224.1% | +383.3% | -159.2% | +148.1% |
| All | +224.1% | +386.9% | -162.8% | +148.1% |
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