+210.2%
TER vs MRK
+59.5%
+150.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.4% |
| 7D | +5.9% | -2.1% | +8.0% | +6.1% |
| 30D | -30.8% | +1.2% | -31.9% | -30.8% |
| 3M | -29.9% | +13.5% | -43.5% | -31.1% |
| 6M | -27.5% | +34.0% | -61.5% | -31.4% |
| YTD | +37.5% | +42.7% | -5.2% | +28.5% |
| 1Y | +50.3% | +66.6% | -16.3% | +35.7% |
| All | +210.2% | +59.5% | +150.6% | +192.2% |
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