+422.7%
MRK vs TPR
+8,066.7%
-7,644.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.1% | +6.4% | -8.5% | -3.1% |
| 30D | +1.2% | +13.8% | -12.6% | -0.8% |
| 3M | +13.5% | -16.6% | +30.1% | +16.0% |
| 6M | +34.0% | +0.7% | +33.3% | +32.9% |
| YTD | +42.7% | +5.3% | +37.4% | +40.0% |
| 1Y | +66.6% | +32.4% | +34.2% | +57.9% |
| 3Y | +59.1% | +406.4% | -347.3% | +19.5% |
| 5Y | +104.1% | +227.9% | -123.8% | +59.4% |
| 10Y | +227.3% | +371.7% | -144.4% | +118.0% |
| All | +422.7% | +8,066.7% | -7,644.1% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling