+3,740.9%
MRK vs TYL
+14,564.8%
-10,824.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | 0.0% |
| 7D | -1.9% | +6.7% | -8.5% | -2.2% |
| 30D | +2.8% | +26.5% | -23.8% | +1.3% |
| 3M | +15.0% | +37.3% | -22.3% | +12.7% |
| 6M | +30.9% | +31.2% | -0.3% | +28.5% |
| YTD | +42.3% | -7.4% | +49.6% | +42.2% |
| 1Y | +76.1% | -9.6% | +85.6% | +76.2% |
| 3Y | +54.1% | +1.9% | +52.2% | +52.6% |
| 5Y | +109.5% | -21.1% | +130.6% | +109.1% |
| 10Y | +254.8% | +171.8% | +83.0% | +228.8% |
| All | +3,740.9% | +14,564.8% | -10,824.0% | +2,820.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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