+48.1%
TSLA vs MRK
+128.6%
-80.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.1% |
| 7D | -3.4% | -5.0% | +1.6% | -3.3% |
| 30D | +9.2% | +11.0% | -1.7% | +9.1% |
| 3M | -4.7% | +22.4% | -27.1% | -5.0% |
| 6M | -8.9% | +25.4% | -34.3% | -9.3% |
| YTD | -19.2% | +39.5% | -58.7% | -19.8% |
| 1Y | +4.5% | +78.0% | -73.4% | +2.8% |
| 3Y | +46.3% | +45.5% | +0.8% | +40.8% |
| 5Y | +48.1% | +130.3% | -82.1% | +41.3% |
| All | +48.1% | +128.6% | -80.5% | +41.3% |
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 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