+105.7%
MRK vs TSN
-14.8%
+120.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | +0.3% | +8.5% | -8.2% | -1.1% |
| 3M | +9.7% | +5.3% | +4.4% | +8.6% |
| 6M | +32.0% | -10.5% | +42.4% | +34.0% |
| YTD | +43.3% | +3.0% | +40.3% | +41.9% |
| 1Y | +63.7% | +12.1% | +51.5% | +59.7% |
| 3Y | +58.0% | +43.1% | +14.9% | +51.5% |
| All | +105.7% | -14.8% | +120.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling