+131.2%
TLT vs MRK
+716.1%
-584.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -0.4% | +1.3% | -1.8% | -0.3% |
| 30D | -0.6% | +17.1% | -17.7% | +0.8% |
| 3M | -2.7% | +25.9% | -28.6% | -0.8% |
| 6M | -5.6% | +26.8% | -32.4% | -3.6% |
| YTD | -2.8% | +44.9% | -47.7% | +0.5% |
| 1Y | -1.4% | +84.8% | -86.3% | +4.1% |
| 3Y | -1.6% | +50.1% | -51.7% | +2.4% |
| 5Y | -33.8% | +127.4% | -161.2% | -27.6% |
| 10Y | -21.1% | +240.0% | -261.1% | -8.7% |
| All | +131.2% | +716.1% | -584.8% | +206.3% |
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 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