+224.1%
MRK vs TMF
-82.2%
+306.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.3% |
| 30D | +1.7% | +11.8% | -10.1% | +1.9% |
| 3M | +13.8% | -4.0% | +17.8% | +13.7% |
| 6M | +34.7% | -16.5% | +51.2% | +34.1% |
| YTD | +43.6% | -19.9% | +63.5% | +42.9% |
| 1Y | +75.7% | -25.6% | +101.2% | +74.5% |
| 3Y | +60.0% | -29.9% | +89.9% | +59.7% |
| 5Y | +105.4% | -88.2% | +193.6% | +81.2% |
| 10Y | +224.1% | -81.7% | +305.9% | +192.9% |
| All | +224.1% | -82.2% | +306.4% | +192.9% |
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