+84.6%
MRK vs TTMI
+9.6%
+75.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -10.1% | +14.0% | +3.6% |
| 7D | +6.7% | -19.2% | +25.9% | +6.2% |
| 30D | +7.8% | -44.9% | +52.6% | +6.7% |
| 3M | +18.2% | -44.7% | +62.9% | +17.2% |
| 6M | +34.7% | -53.4% | +88.1% | +32.8% |
| YTD | +45.8% | +6.3% | +39.4% | +42.1% |
| 1Y | +84.6% | +10.7% | +73.9% | +79.2% |
| All | +84.6% | +9.6% | +75.0% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling