+133.6%
MRK vs TXT
+13.4%
+120.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +12.7% | -10.4% | +23.1% | +14.7% |
| 3M | +24.2% | -14.3% | +38.6% | +27.2% |
| 6M | +27.8% | -15.1% | +42.9% | +30.8% |
| YTD | +42.2% | -8.3% | +50.5% | +43.6% |
| 1Y | +80.2% | -0.7% | +80.9% | +79.9% |
| 3Y | +48.4% | +6.0% | +42.4% | +44.4% |
| 5Y | +133.6% | +12.5% | +121.1% | +118.0% |
| All | +133.6% | +13.4% | +120.2% | +118.0% |
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