+292.2%
TER vs MRK
+48.0%
+244.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.8% | +3.2% |
| 7D | +12.4% | -2.7% | +15.1% | +12.6% |
| 30D | +5.1% | +12.7% | -7.6% | +3.4% |
| 3M | +4.0% | +24.2% | -20.3% | +0.2% |
| 6M | +29.5% | +27.8% | +1.7% | +24.0% |
| YTD | +98.5% | +42.2% | +56.3% | +85.6% |
| 1Y | +234.1% | +80.2% | +153.9% | +196.0% |
| All | +292.2% | +48.0% | +244.2% | +262.0% |
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