+3,739.1%
MRK vs TRV
+6,571.7%
-2,832.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +12.7% | -2.3% | +15.0% | +13.4% |
| 3M | +24.2% | +22.7% | +1.5% | +16.1% |
| 6M | +27.8% | +21.9% | +5.9% | +19.6% |
| YTD | +42.2% | +27.5% | +14.7% | +31.2% |
| 1Y | +80.2% | +36.2% | +44.0% | +62.7% |
| 3Y | +48.4% | +140.6% | -92.2% | +10.3% |
| 5Y | +133.6% | +154.5% | -20.9% | +68.5% |
| 10Y | +236.2% | +295.4% | -59.2% | +103.6% |
| All | +3,739.1% | +6,571.7% | -2,832.5% | +786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling