+43.2%
TER vs MRK
+87.2%
-44.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.9% | -10.7% | -6.1% |
| 7D | -19.9% | +6.7% | -26.6% | -19.0% |
| 30D | -43.5% | +7.8% | -51.3% | -42.7% |
| 3M | -37.8% | +18.2% | -55.9% | -35.9% |
| 6M | -25.6% | +34.7% | -60.2% | -24.5% |
| YTD | +29.8% | +45.8% | -16.0% | +35.2% |
| 1Y | +43.2% | +84.6% | -41.4% | +61.5% |
| All | +43.2% | +87.2% | -44.0% | +61.5% |
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