+84.8%
MRK vs TXT
-1.0%
+85.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -4.8% | +6.1% | +2.5% |
| 30D | +17.1% | -10.6% | +27.8% | +20.4% |
| 3M | +25.9% | -13.2% | +39.1% | +29.8% |
| 6M | +26.8% | -20.3% | +47.2% | +34.4% |
| YTD | +44.9% | -9.3% | +54.2% | +44.6% |
| 1Y | +84.8% | -2.7% | +87.5% | +77.9% |
| All | +84.8% | -1.0% | +85.8% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling