+236.2%
MRK vs TMF
-86.2%
+322.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +12.7% | -1.0% | +13.7% | +12.6% |
| 3M | +24.2% | -11.3% | +35.5% | +23.8% |
| 6M | +27.8% | -22.7% | +50.5% | +26.9% |
| YTD | +42.2% | -17.3% | +59.6% | +41.5% |
| 1Y | +80.2% | -22.5% | +102.7% | +79.0% |
| 3Y | +48.4% | -43.2% | +91.6% | +46.1% |
| 5Y | +133.6% | -88.3% | +221.9% | +104.5% |
| 10Y | +236.2% | -86.0% | +322.3% | +197.9% |
| All | +236.2% | -86.2% | +322.4% | +197.9% |
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