+3,812.0%
MRK vs TXT
+2,070.1%
+1,742.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -4.8% | +6.1% | +2.3% |
| 30D | +17.1% | -10.6% | +27.8% | +19.6% |
| 3M | +25.9% | -13.2% | +39.1% | +29.1% |
| 6M | +26.8% | -20.3% | +47.2% | +32.0% |
| YTD | +44.9% | -9.3% | +54.2% | +47.0% |
| 1Y | +84.8% | -2.7% | +87.5% | +84.9% |
| 3Y | +50.1% | +1.4% | +48.7% | +47.4% |
| 5Y | +127.4% | +9.6% | +117.9% | +116.3% |
| 10Y | +240.0% | +94.9% | +145.1% | +172.4% |
| All | +3,812.0% | +2,070.1% | +1,742.0% | +1,337.3% |
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