+224.4%
MRK vs TTWO
+406.5%
-182.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -4.3% | +0.4% | -4.6% | -4.3% |
| 30D | +8.3% | -11.3% | +19.6% | +9.2% |
| 3M | +20.0% | +1.6% | +18.4% | +19.7% |
| 6M | +25.7% | +2.1% | +23.6% | +25.0% |
| YTD | +38.7% | -15.8% | +54.6% | +40.3% |
| 1Y | +74.7% | -12.6% | +87.3% | +75.8% |
| 3Y | +45.4% | +48.2% | -2.9% | +38.0% |
| 5Y | +129.0% | +40.0% | +89.1% | +116.2% |
| All | +224.4% | +406.5% | -182.1% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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