+130.3%
MRK vs TPR
+230.0%
-99.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.1% |
| 7D | -0.9% | -3.4% | +2.4% | -0.8% |
| 30D | +15.5% | -27.3% | +42.8% | +17.1% |
| 3M | +25.1% | -16.2% | +41.3% | +25.9% |
| 6M | +30.1% | -17.9% | +48.0% | +30.9% |
| YTD | +43.1% | -7.1% | +50.2% | +43.2% |
| 1Y | +82.5% | +13.6% | +68.8% | +81.2% |
| 3Y | +49.3% | +293.7% | -244.4% | +42.0% |
| 5Y | +130.3% | +239.1% | -108.8% | +116.1% |
| All | +130.3% | +230.0% | -99.7% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling