+106.7%
MRK vs TPR
+255.4%
-148.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.9% | +14.2% | -16.1% | -2.5% |
| 30D | +2.8% | +17.1% | -14.3% | +2.0% |
| 3M | +15.0% | -17.7% | +32.7% | +15.8% |
| 6M | +30.9% | -10.2% | +41.1% | +31.1% |
| YTD | +42.3% | +4.9% | +37.4% | +41.5% |
| 1Y | +76.1% | +36.1% | +39.9% | +73.5% |
| 3Y | +54.1% | +416.5% | -362.4% | +45.7% |
| All | +106.7% | +255.4% | -148.7% | +94.2% |
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