+3,812.0%
MRK vs TFC
+2,596.5%
+1,215.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +2.4% | -1.1% | +0.8% |
| 30D | +17.1% | -1.3% | +18.4% | +17.4% |
| 3M | +25.9% | +6.1% | +19.8% | +24.1% |
| 6M | +26.8% | +7.3% | +19.5% | +24.6% |
| YTD | +44.9% | +8.2% | +36.7% | +42.0% |
| 1Y | +84.8% | +14.4% | +70.4% | +78.8% |
| 3Y | +50.1% | +93.7% | -43.6% | +27.3% |
| 5Y | +127.4% | +16.4% | +111.0% | +109.4% |
| 10Y | +240.0% | +101.6% | +138.4% | +160.2% |
| All | +3,812.0% | +2,596.5% | +1,215.5% | +1,828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling