+9,883.5%
TER vs MRK
+3,836.7%
+6,046.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.6% |
| 7D | +14.4% | +0.7% | +13.7% | +14.1% |
| 30D | -30.6% | +0.3% | -30.8% | -30.7% |
| 3M | -39.2% | +9.7% | -48.8% | -41.7% |
| 6M | -31.3% | +32.0% | -63.2% | -38.9% |
| YTD | +29.1% | +43.3% | -14.2% | +11.3% |
| 1Y | +47.4% | +63.7% | -16.2% | +21.0% |
| 3Y | +191.2% | +58.0% | +133.2% | +136.7% |
| 5Y | +74.0% | +105.0% | -31.0% | +26.0% |
| 10Y | +1,005.1% | +228.6% | +776.5% | +563.7% |
| All | +9,883.5% | +3,836.7% | +6,046.9% | +2,116.2% |
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