-12.6%
TLT vs MRK
+228.4%
-241.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | +1.0% | +0.3% | +0.8% | +1.1% |
| 3M | -2.7% | +9.7% | -12.4% | -2.5% |
| 6M | -4.1% | +32.0% | -36.1% | -3.3% |
| YTD | -5.4% | +43.3% | -48.6% | -4.2% |
| 1Y | -7.0% | +63.7% | -70.7% | -5.3% |
| 3Y | +2.8% | +58.0% | -55.2% | +4.9% |
| 5Y | -35.4% | +105.0% | -140.3% | -31.9% |
| All | -12.6% | +228.4% | -241.0% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling