+135.1%
MRK vs TT
+144.3%
-9.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.9% | +1.6% | -2.5% | -1.1% |
| 30D | +15.5% | -7.3% | +22.8% | +16.4% |
| 3M | +25.1% | -2.6% | +27.7% | +25.1% |
| 6M | +30.1% | +5.9% | +24.2% | +28.5% |
| YTD | +43.1% | +15.4% | +27.7% | +39.9% |
| 1Y | +82.5% | +8.2% | +74.2% | +79.5% |
| 3Y | +49.3% | +122.7% | -73.3% | +32.3% |
| All | +135.1% | +144.3% | -9.2% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling