+57.0%
MRK vs TPR
+389.0%
-332.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.9% | +14.2% | -16.1% | -2.7% |
| 30D | +2.8% | +17.1% | -14.3% | +1.7% |
| 3M | +15.0% | -17.7% | +32.7% | +16.2% |
| 6M | +30.9% | -10.2% | +41.1% | +31.2% |
| YTD | +42.3% | +4.9% | +37.4% | +41.0% |
| 1Y | +76.1% | +36.1% | +39.9% | +72.1% |
| All | +57.0% | +389.0% | -332.0% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling