+66.9%
T vs MRK
+232.4%
-165.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | -2.4% | -5.0% | +2.6% | -0.9% |
| 30D | +4.3% | +11.0% | -6.7% | +0.7% |
| 3M | +11.6% | +22.4% | -10.8% | +4.3% |
| 6M | -5.6% | +25.4% | -31.0% | -12.6% |
| YTD | +6.6% | +39.5% | -32.9% | -4.8% |
| 1Y | -8.4% | +78.0% | -86.3% | -24.6% |
| 3Y | +107.8% | +45.5% | +62.3% | +79.1% |
| 5Y | +68.3% | +130.3% | -62.0% | +16.6% |
| All | +66.9% | +232.4% | -165.5% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling