+421.1%
MRK vs TPR
+8,033.7%
-7,612.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.9% | +14.2% | -16.1% | -3.8% |
| 30D | +2.8% | +17.1% | -14.3% | +0.3% |
| 3M | +15.0% | -17.7% | +32.7% | +17.7% |
| 6M | +30.9% | -10.2% | +41.1% | +31.9% |
| YTD | +42.3% | +4.9% | +37.4% | +39.7% |
| 1Y | +76.1% | +36.1% | +39.9% | +66.1% |
| 3Y | +54.1% | +416.5% | -362.4% | +15.4% |
| 5Y | +109.5% | +254.8% | -145.3% | +61.3% |
| 10Y | +254.8% | +391.7% | -137.0% | +134.4% |
| All | +421.1% | +8,033.7% | -7,612.6% | +120.5% |
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