+104.1%
MRK vs TT
+137.2%
-33.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | -2.1% | +3.5% | -5.6% | -2.5% |
| 30D | +1.2% | -11.0% | +12.2% | +2.3% |
| 3M | +13.5% | -12.0% | +25.5% | +14.9% |
| 6M | +34.0% | -10.4% | +44.4% | +35.0% |
| YTD | +42.7% | +9.9% | +32.8% | +40.1% |
| 1Y | +66.6% | +1.5% | +65.1% | +65.0% |
| 3Y | +59.1% | +93.7% | -34.6% | +43.5% |
| 5Y | +104.1% | +139.2% | -35.1% | +64.7% |
| All | +104.1% | +137.2% | -33.0% | +64.7% |
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