+12,702.2%
TSM vs MRK
+723.8%
+11,978.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | +6.2% | +0.7% | +5.5% | +6.0% |
| 30D | -7.3% | +0.3% | -7.5% | -7.5% |
| 3M | -7.1% | +9.7% | -16.8% | -10.6% |
| 6M | +0.2% | +32.0% | -31.7% | -9.9% |
| YTD | +32.2% | +43.3% | -11.0% | +15.4% |
| 1Y | +42.8% | +63.7% | -20.9% | +18.8% |
| 3Y | +330.4% | +58.0% | +272.4% | +251.3% |
| 5Y | +263.9% | +105.0% | +159.0% | +163.8% |
| 10Y | +1,580.2% | +228.6% | +1,351.6% | +888.9% |
| All | +12,702.2% | +723.8% | +11,978.4% | +3,016.3% |
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 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