+1,057.8%
TER vs MRK
+226.6%
+831.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +24.0% | 0.0% | +24.0% | +24.0% |
| 30D | -30.6% | +3.5% | -34.1% | -31.4% |
| 3M | -34.5% | +11.2% | -45.7% | -37.0% |
| 6M | -26.4% | +32.5% | -58.9% | -33.8% |
| YTD | +36.4% | +42.5% | -6.1% | +19.6% |
| 1Y | +47.4% | +65.4% | -18.0% | +22.4% |
| 3Y | +202.6% | +58.8% | +143.7% | +147.4% |
| 5Y | +83.9% | +103.9% | -20.0% | +31.1% |
| All | +1,057.8% | +226.6% | +831.2% | +580.9% |
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