+224.4%
MRK vs TRU
+147.2%
+77.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -4.3% | -2.7% | -1.5% | -3.9% |
| 30D | +8.3% | -2.0% | +10.3% | +8.6% |
| 3M | +20.0% | +18.4% | +1.6% | +16.8% |
| 6M | +25.7% | +8.9% | +16.8% | +23.5% |
| YTD | +38.7% | -8.9% | +47.7% | +39.5% |
| 1Y | +74.7% | -15.9% | +90.6% | +77.5% |
| 3Y | +45.4% | -1.1% | +46.4% | +40.2% |
| 5Y | +129.0% | -35.2% | +164.2% | +140.9% |
| All | +224.4% | +147.2% | +77.3% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling