+103.9%
MRK vs TXT
+10.3%
+93.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | +3.5% | +13.3% | -9.8% | +1.3% |
| 3M | +11.2% | -5.1% | +16.3% | +11.9% |
| 6M | +32.5% | -7.1% | +39.6% | +33.6% |
| YTD | +42.5% | -3.2% | +45.7% | +42.4% |
| 1Y | +65.4% | +2.3% | +63.1% | +64.0% |
| 3Y | +58.8% | +11.1% | +47.7% | +53.0% |
| 5Y | +103.9% | +10.0% | +93.8% | +91.5% |
| All | +103.9% | +10.3% | +93.5% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling