+74.7%
MRK vs TRV
+39.8%
+34.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | -4.3% | +1.9% | -6.2% | -4.7% |
| 30D | +8.3% | +1.7% | +6.6% | +7.8% |
| 3M | +20.0% | +23.9% | -3.8% | +10.6% |
| 6M | +25.7% | +26.3% | -0.6% | +14.8% |
| YTD | +38.7% | +30.8% | +7.9% | +25.1% |
| 1Y | +74.7% | +36.3% | +38.4% | +54.0% |
| All | +74.7% | +39.8% | +34.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling