+125.2%
MRK vs TXG
+27.0%
+98.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -0.7% |
| 7D | -4.3% | +9.5% | -13.7% | -4.7% |
| 30D | +8.3% | +18.8% | -10.5% | +7.4% |
| 3M | +20.0% | +136.1% | -116.1% | +15.4% |
| 6M | +25.7% | +235.2% | -209.6% | +18.5% |
| YTD | +38.7% | +320.5% | -281.8% | +29.3% |
| 1Y | +74.7% | +425.2% | -350.5% | +60.6% |
| 3Y | +45.4% | +42.9% | +2.5% | +37.4% |
| 5Y | +129.0% | -62.8% | +191.9% | +133.1% |
| All | +125.2% | +27.0% | +98.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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