+224.4%
MRK vs TSCO
+185.7%
+38.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -4.3% | -5.7% | +1.4% | -3.3% |
| 30D | +8.3% | -8.8% | +17.0% | +10.0% |
| 3M | +20.0% | +6.3% | +13.7% | +18.6% |
| 6M | +25.7% | -32.3% | +57.9% | +34.2% |
| YTD | +38.7% | -32.7% | +71.4% | +48.1% |
| 1Y | +74.7% | -43.7% | +118.4% | +92.3% |
| 3Y | +45.4% | -19.7% | +65.0% | +49.0% |
| 5Y | +129.0% | -11.6% | +140.7% | +127.1% |
| All | +224.4% | +185.7% | +38.7% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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