+15.5%
TSLA vs MRK
+104.6%
-89.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +8.9% | +0.7% | +8.2% | +8.9% |
| 30D | +6.3% | +0.3% | +6.0% | +6.3% |
| 3M | +14.8% | +9.7% | +5.1% | +14.8% |
| 6M | -12.4% | +32.0% | -44.3% | -12.5% |
| YTD | -13.2% | +43.3% | -56.5% | -13.5% |
| 1Y | -2.9% | +63.7% | -66.6% | -3.6% |
| 3Y | +74.4% | +58.0% | +16.4% | +69.3% |
| All | +15.5% | +104.6% | -89.1% | +9.6% |
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 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