+129.9%
MRK vs TRI
-10.0%
+139.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.7% |
| 7D | -4.3% | -7.9% | +3.6% | -3.8% |
| 30D | +8.3% | -4.5% | +12.8% | +8.5% |
| 3M | +20.0% | +22.1% | -2.1% | +18.5% |
| 6M | +25.7% | -2.8% | +28.4% | +25.7% |
| YTD | +38.7% | -23.4% | +62.2% | +43.9% |
| 1Y | +74.7% | -41.5% | +116.2% | +89.7% |
| 3Y | +45.4% | -19.2% | +64.6% | +47.0% |
| All | +129.9% | -10.0% | +139.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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