+3,763.3%
MRK vs TSN
+907.0%
+2,856.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -0.9% | -5.0% | +4.1% | -0.1% |
| 30D | +15.5% | -9.1% | +24.5% | +17.3% |
| 3M | +25.1% | -7.4% | +32.5% | +26.6% |
| 6M | +30.1% | -13.4% | +43.5% | +32.9% |
| YTD | +43.1% | -8.5% | +51.6% | +44.7% |
| 1Y | +82.5% | -3.2% | +85.6% | +82.6% |
| 3Y | +49.3% | +11.5% | +37.8% | +45.1% |
| 5Y | +130.3% | -19.5% | +149.8% | +133.6% |
| 10Y | +234.3% | -9.1% | +243.5% | +220.9% |
| All | +3,763.3% | +907.0% | +2,856.3% | +1,787.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling