+228.2%
TER vs MRK
+129.3%
+98.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | +4.0% | +24.2% | -20.3% | +0.7% |
| 6M | +29.5% | +27.8% | +1.7% | +24.7% |
| YTD | +98.5% | +42.2% | +56.3% | +87.7% |
| 1Y | +234.1% | +80.2% | +153.9% | +203.4% |
| 3Y | +289.0% | +48.4% | +240.6% | +256.4% |
| 5Y | +228.2% | +133.6% | +94.6% | +188.6% |
| All | +228.2% | +129.3% | +98.8% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling