+102.9%
T vs MRK
+48.0%
+54.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | +4.6% | +12.7% | -8.1% | +2.7% |
| 3M | +12.2% | +24.2% | -12.0% | +8.6% |
| 6M | -6.5% | +27.8% | -34.3% | -9.9% |
| YTD | +4.9% | +42.2% | -37.3% | -0.3% |
| 1Y | -10.5% | +80.2% | -90.7% | -17.3% |
| All | +102.9% | +48.0% | +54.9% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling