+408.1%
MRK vs TPR
+7,157.2%
-6,749.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.9% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | +8.3% | -22.6% | +30.9% | +12.1% |
| 3M | +20.0% | -18.2% | +38.2% | +23.0% |
| 6M | +25.7% | -18.0% | +43.6% | +28.4% |
| YTD | +38.7% | -6.4% | +45.1% | +38.7% |
| 1Y | +74.7% | +12.3% | +62.4% | +69.5% |
| 3Y | +45.4% | +298.7% | -253.3% | +13.3% |
| 5Y | +129.0% | +232.5% | -103.5% | +77.9% |
| 10Y | +228.0% | +323.8% | -95.7% | +122.1% |
| All | +408.1% | +7,157.2% | -6,749.1% | +119.0% |
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