+635.5%
MRK vs TRI
+507.2%
+128.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.1% |
| 7D | -2.7% | -8.4% | +5.7% | -0.3% |
| 30D | +12.7% | -6.5% | +19.2% | +14.6% |
| 3M | +24.2% | +18.6% | +5.7% | +16.4% |
| 6M | +27.8% | -10.4% | +38.3% | +29.0% |
| YTD | +42.2% | -23.7% | +65.9% | +49.2% |
| 1Y | +80.2% | -42.5% | +122.7% | +107.7% |
| 3Y | +48.4% | -19.3% | +67.7% | +48.8% |
| 5Y | +133.6% | -9.7% | +143.2% | +121.5% |
| 10Y | +236.2% | +194.4% | +41.8% | +100.0% |
| All | +635.5% | +507.2% | +128.4% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling