+130.3%
MRK vs TFC
+14.0%
+116.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.0% | -2.5% | -2.5% | -4.7% |
| 30D | +11.0% | -2.8% | +13.8% | +11.2% |
| 3M | +22.4% | +2.1% | +20.2% | +22.0% |
| 6M | +25.4% | +10.1% | +15.3% | +23.9% |
| YTD | +39.5% | +5.4% | +34.1% | +38.4% |
| 1Y | +78.0% | +16.3% | +61.6% | +74.8% |
| 3Y | +45.5% | +95.9% | -50.3% | +35.9% |
| 5Y | +130.3% | +16.0% | +114.3% | +124.1% |
| All | +130.3% | +14.0% | +116.3% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 5y: compounded portfolio wealth divided by compounded TFC 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…
5y analysis · Full analysis span regression · 6 months rolling