+226.2%
MRK vs TT
+954.8%
-728.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | +11.0% | -8.9% | +19.9% | +13.0% |
| 3M | +22.4% | -1.8% | +24.2% | +22.4% |
| 6M | +25.4% | +1.9% | +23.5% | +24.0% |
| YTD | +39.5% | +13.8% | +25.7% | +34.5% |
| 1Y | +78.0% | +6.1% | +71.8% | +73.9% |
| 3Y | +45.5% | +119.6% | -74.0% | +17.4% |
| 5Y | +130.3% | +145.9% | -15.6% | +77.3% |
| All | +226.2% | +954.8% | -728.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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