+224.4%
MRK vs TTMI
+1,127.6%
-903.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.7% |
| 7D | -4.3% | +0.7% | -4.9% | -4.3% |
| 30D | +8.3% | -8.4% | +16.7% | +8.7% |
| 3M | +20.0% | -32.5% | +52.5% | +22.1% |
| 6M | +25.7% | +32.5% | -6.8% | +21.2% |
| YTD | +38.7% | +83.2% | -44.5% | +30.0% |
| 1Y | +74.7% | +161.7% | -87.0% | +58.0% |
| 3Y | +45.4% | +890.1% | -844.8% | +14.2% |
| 5Y | +129.0% | +832.4% | -703.4% | +77.0% |
| All | +224.4% | +1,127.6% | -903.2% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling