+75.7%
MRK vs TPR
+31.0%
+44.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +2.3% | +12.1% | -9.7% | +1.3% |
| 30D | +1.7% | +16.7% | -15.0% | +0.2% |
| 3M | +13.8% | -17.4% | +31.1% | +15.8% |
| 6M | +34.7% | +2.3% | +32.4% | +32.4% |
| YTD | +43.6% | +7.1% | +36.4% | +40.4% |
| 1Y | +75.7% | +29.5% | +46.2% | +77.9% |
| All | +75.7% | +31.0% | +44.7% | +77.9% |
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 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