+226.2%
MRK vs TXT
+103.1%
+123.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +11.0% | -10.2% | +21.2% | +13.1% |
| 3M | +22.4% | -13.3% | +35.6% | +25.4% |
| 6M | +25.4% | -14.4% | +39.8% | +28.6% |
| YTD | +39.5% | -9.1% | +48.6% | +41.3% |
| 1Y | +78.0% | -2.2% | +80.1% | +77.9% |
| 3Y | +45.5% | +5.1% | +40.5% | +41.8% |
| 5Y | +130.3% | +12.8% | +117.5% | +117.8% |
| All | +226.2% | +103.1% | +123.1% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling