+0.2%
TSM vs MRK
+33.4%
-33.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.6% |
| 7D | +6.2% | +0.7% | +5.5% | +6.3% |
| 30D | -7.3% | +0.3% | -7.5% | -7.0% |
| 3M | -7.1% | +9.7% | -16.8% | -5.0% |
| 6M | +0.2% | +32.0% | -31.7% | +9.5% |
| All | +0.2% | +33.4% | -33.1% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling