+3,767.8%
MRK vs TXT
+2,196.3%
+1,571.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +13.3% | -13.1% | -2.3% |
| 3M | +9.7% | -5.0% | +14.6% | +10.5% |
| 6M | +32.0% | -8.4% | +40.4% | +33.7% |
| YTD | +43.3% | -4.0% | +47.2% | +43.5% |
| 1Y | +63.7% | +2.8% | +60.9% | +61.8% |
| 3Y | +58.0% | +10.3% | +47.7% | +52.5% |
| 5Y | +105.0% | +9.2% | +95.8% | +95.0% |
| 10Y | +228.6% | +89.6% | +139.0% | +164.4% |
| All | +3,767.8% | +2,196.3% | +1,571.5% | +1,303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling