+448.3%
MRK vs TTMI
+497.9%
-49.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | -2.7% | +7.5% | -10.2% | -3.2% |
| 30D | +12.7% | -4.5% | +17.2% | +12.8% |
| 3M | +24.2% | -28.5% | +52.8% | +26.1% |
| 6M | +27.8% | +28.4% | -0.5% | +23.5% |
| YTD | +42.2% | +80.1% | -37.9% | +33.3% |
| 1Y | +80.2% | +161.0% | -80.8% | +63.4% |
| 3Y | +48.4% | +862.4% | -814.1% | +19.8% |
| 5Y | +133.6% | +812.9% | -679.3% | +86.7% |
| 10Y | +236.2% | +1,094.7% | -858.5% | +156.7% |
| All | +448.3% | +497.9% | -49.6% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling