+875.0%
MRK vs TTWO
+5,817.5%
-4,942.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.1% |
| 7D | -5.0% | +1.3% | -6.3% | -5.1% |
| 30D | +11.0% | -13.4% | +24.3% | +12.0% |
| 3M | +22.4% | +3.1% | +19.3% | +21.9% |
| 6M | +25.4% | +3.8% | +21.6% | +24.7% |
| YTD | +39.5% | -15.3% | +54.8% | +40.6% |
| 1Y | +78.0% | -11.1% | +89.1% | +78.6% |
| 3Y | +45.5% | +52.0% | -6.4% | +39.7% |
| 5Y | +130.3% | +40.9% | +89.3% | +119.9% |
| 10Y | +229.8% | +407.6% | -177.8% | +181.7% |
| All | +875.0% | +5,817.5% | -4,942.5% | +609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling