-13.3%
TSLA vs MRK
+87.2%
-100.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.3% | -3.2% |
| 7D | -4.7% | +6.7% | -11.4% | -4.5% |
| 30D | +1.7% | +7.8% | -6.0% | +2.0% |
| 3M | +17.7% | +18.2% | -0.5% | +19.7% |
| 6M | -1.9% | +34.7% | -36.5% | +0.7% |
| YTD | -14.3% | +45.8% | -60.1% | -11.3% |
| 1Y | -13.3% | +84.6% | -97.9% | -7.6% |
| All | -13.3% | +87.2% | -100.4% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling