+224.4%
MRK vs TAP
-49.9%
+274.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -4.3% | -3.9% | -0.4% | -3.5% |
| 30D | +8.3% | -5.3% | +13.5% | +9.5% |
| 3M | +20.0% | -3.8% | +23.8% | +20.8% |
| 6M | +25.7% | -11.4% | +37.0% | +28.4% |
| YTD | +38.7% | -13.7% | +52.5% | +42.4% |
| 1Y | +74.7% | -17.2% | +91.9% | +80.6% |
| 3Y | +45.4% | -33.1% | +78.4% | +55.5% |
| 5Y | +129.0% | +0.8% | +128.2% | +121.0% |
| All | +224.4% | -49.9% | +274.3% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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