+13,634.3%
TSM vs MRK
+733.2%
+12,901.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.3% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | +3.6% | +17.1% | -13.5% | -2.1% |
| 3M | -3.4% | +25.9% | -29.3% | -11.3% |
| 6M | +20.6% | +26.8% | -6.2% | +10.2% |
| YTD | +41.9% | +44.9% | -3.0% | +23.7% |
| 1Y | +84.4% | +84.8% | -0.5% | +47.1% |
| 3Y | +380.2% | +50.1% | +330.1% | +300.2% |
| 5Y | +275.3% | +127.4% | +147.9% | +160.8% |
| 10Y | +1,751.4% | +240.0% | +1,511.4% | +976.9% |
| All | +13,634.3% | +733.2% | +12,901.1% | +3,242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling