+3,812.0%
MRK vs TT
+16,138.6%
-12,326.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +17.1% | -7.2% | +24.3% | +19.1% |
| 3M | +25.9% | -3.0% | +28.9% | +26.2% |
| 6M | +26.8% | +1.4% | +25.5% | +25.6% |
| YTD | +44.9% | +15.9% | +29.0% | +38.8% |
| 1Y | +84.8% | +9.4% | +75.4% | +79.1% |
| 3Y | +50.1% | +124.4% | -74.3% | +20.3% |
| 5Y | +127.4% | +138.0% | -10.6% | +76.7% |
| 10Y | +240.0% | +886.4% | -646.4% | +81.6% |
| All | +3,812.0% | +16,138.6% | -12,326.6% | +822.5% |
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