-34.9%
TLT vs MRK
+129.3%
-164.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | 0.0% | +12.7% | -12.7% | -0.6% |
| 3M | -2.9% | +24.2% | -27.1% | -3.8% |
| 6M | -6.3% | +27.8% | -34.1% | -7.3% |
| YTD | -3.3% | +42.2% | -45.6% | -4.9% |
| 1Y | -4.2% | +80.2% | -84.4% | -6.6% |
| 3Y | -1.7% | +48.4% | -50.0% | -3.7% |
| 5Y | -34.9% | +133.6% | -168.5% | -35.4% |
| All | -34.9% | +129.3% | -164.2% | -35.4% |
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