+1,851.9%
TER vs MRK
+230.6%
+1,621.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +6.4% | -4.3% | +10.6% | +7.6% |
| 30D | -5.7% | +8.3% | -14.0% | -8.4% |
| 3M | -0.4% | +20.0% | -20.4% | -7.0% |
| 6M | +25.8% | +25.7% | +0.2% | +15.5% |
| YTD | +96.4% | +38.7% | +57.7% | +74.1% |
| 1Y | +229.2% | +74.7% | +154.5% | +168.1% |
| 3Y | +288.1% | +45.4% | +242.8% | +229.0% |
| 5Y | +219.9% | +129.0% | +90.9% | +113.9% |
| All | +1,851.9% | +230.6% | +1,621.3% | +1,091.4% |
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