+80.2%
MRK vs TPR
+9.9%
+70.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -2.7% | -7.3% | +4.6% | -2.0% |
| 30D | +12.7% | -30.7% | +43.4% | +16.8% |
| 3M | +24.2% | -21.6% | +45.9% | +26.2% |
| 6M | +27.8% | -21.3% | +49.1% | +29.6% |
| YTD | +42.2% | -10.2% | +52.4% | +41.4% |
| 1Y | +80.2% | +9.5% | +70.7% | +72.9% |
| All | +80.2% | +9.9% | +70.3% | +72.9% |
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