+1,757.1%
TSM vs MRK
+232.4%
+1,524.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | +2.6% | -5.0% | +7.7% | +3.5% |
| 30D | +1.4% | +11.0% | -9.5% | -0.6% |
| 3M | +5.0% | +22.4% | -17.4% | +0.8% |
| 6M | +24.0% | +25.4% | -1.4% | +18.4% |
| YTD | +41.6% | +39.5% | +2.1% | +32.4% |
| 1Y | +66.2% | +78.0% | -11.8% | +47.7% |
| 3Y | +398.2% | +45.5% | +352.7% | +351.3% |
| 5Y | +277.6% | +130.3% | +147.3% | +186.3% |
| All | +1,757.1% | +232.4% | +1,524.7% | +1,192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling