+59.2%
MRK vs TMF
-29.8%
+89.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +2.2% | +16.3% | -14.1% | +0.4% |
| 3M | +16.4% | -2.7% | +19.1% | +16.6% |
| 6M | +35.3% | -13.2% | +48.5% | +36.9% |
| YTD | +44.2% | -16.7% | +60.9% | +46.3% |
| 1Y | +77.5% | -22.7% | +100.2% | +81.1% |
| 3Y | +59.2% | -26.1% | +85.3% | +60.9% |
| All | +59.2% | -29.8% | +89.0% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling