-9.1%
T vs MRK
+84.5%
-93.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +11.4% | +17.1% | -5.8% | +8.2% |
| 3M | +14.3% | +25.9% | -11.6% | +9.6% |
| 6M | -9.3% | +26.8% | -36.1% | -13.1% |
| YTD | +7.1% | +44.9% | -37.8% | +0.6% |
| 1Y | -9.1% | +84.8% | -93.9% | -15.7% |
| All | -9.1% | +84.5% | -93.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling