+230.8%
MRK vs TMF
-82.1%
+312.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.5% |
| 7D | +0.7% | -9.3% | +10.0% | +0.5% |
| 30D | +0.3% | +1.9% | -1.7% | +0.3% |
| 3M | +9.7% | -11.2% | +20.9% | +9.4% |
| 6M | +32.0% | -17.7% | +49.7% | +31.4% |
| YTD | +43.3% | -24.5% | +67.7% | +42.4% |
| 1Y | +63.7% | -29.4% | +93.1% | +62.4% |
| 3Y | +58.0% | -33.4% | +91.4% | +57.7% |
| 5Y | +105.0% | -88.7% | +193.7% | +80.9% |
| All | +230.8% | -82.1% | +312.9% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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