+636.1%
MRK vs TRGP
+2,242.0%
-1,605.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +12.7% | +9.5% | +3.2% | +11.7% |
| 3M | +24.2% | +10.8% | +13.4% | +22.9% |
| 6M | +27.8% | +25.3% | +2.5% | +25.0% |
| YTD | +42.2% | +60.3% | -18.0% | +35.9% |
| 1Y | +80.2% | +84.6% | -4.4% | +69.9% |
| 3Y | +48.4% | +264.4% | -216.0% | +30.5% |
| 5Y | +133.6% | +636.6% | -503.0% | +91.1% |
| 10Y | +236.2% | +848.9% | -612.7% | +150.6% |
| All | +636.1% | +2,242.0% | -1,605.9% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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