+268.3%
MRK vs TRU
+225.6%
+42.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | -9.4% | +4.4% | -3.5% |
| 30D | +11.0% | -4.1% | +15.1% | +11.7% |
| 3M | +22.4% | +13.6% | +8.8% | +19.7% |
| 6M | +25.4% | +3.6% | +21.8% | +24.1% |
| YTD | +39.5% | -9.8% | +49.3% | +40.4% |
| 1Y | +78.0% | -13.6% | +91.6% | +80.1% |
| 3Y | +45.5% | -2.0% | +47.5% | +40.1% |
| 5Y | +130.3% | -35.8% | +166.1% | +141.2% |
| 10Y | +229.8% | +142.9% | +86.9% | +144.3% |
| All | +268.3% | +225.6% | +42.7% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling