+3,767.8%
MRK vs TT
+15,054.3%
-11,286.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +0.7% | +4.0% | -3.3% | -0.2% |
| 30D | +0.3% | -11.3% | +11.6% | +2.8% |
| 3M | +9.7% | -12.3% | +21.9% | +12.6% |
| 6M | +32.0% | -10.8% | +42.8% | +34.4% |
| YTD | +43.3% | +8.2% | +35.1% | +39.0% |
| 1Y | +63.7% | +1.5% | +62.2% | +61.1% |
| 3Y | +58.0% | +91.5% | -33.5% | +31.6% |
| 5Y | +105.0% | +130.2% | -25.2% | +60.1% |
| 10Y | +228.6% | +727.9% | -499.3% | +82.6% |
| All | +3,767.8% | +15,054.3% | -11,286.4% | +823.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling