+14,183.4%
TER vs MRK
+3,881.6%
+10,301.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | -8.3% | +17.1% | -25.4% | -13.8% |
| 3M | -12.2% | +25.9% | -38.1% | -20.2% |
| 6M | +17.1% | +26.8% | -9.7% | +5.9% |
| YTD | +84.7% | +44.9% | +39.8% | +59.2% |
| 1Y | +199.9% | +84.8% | +115.1% | +135.4% |
| 3Y | +232.8% | +50.1% | +182.7% | +176.1% |
| 5Y | +198.6% | +127.4% | +71.2% | +107.7% |
| 10Y | +1,669.7% | +240.0% | +1,429.8% | +951.7% |
| All | +14,183.4% | +3,881.6% | +10,301.8% | +3,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling