+130.3%
MRK vs TMF
-87.6%
+217.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +15.5% | -1.8% | +17.3% | +15.5% |
| 3M | +25.1% | -8.2% | +33.4% | +25.4% |
| 6M | +30.1% | -19.5% | +49.6% | +30.9% |
| YTD | +43.1% | -16.0% | +59.1% | +43.9% |
| 1Y | +82.5% | -22.5% | +104.9% | +83.8% |
| 3Y | +49.3% | -42.3% | +91.6% | +50.2% |
| 5Y | +130.3% | -87.7% | +217.9% | +117.3% |
| All | +130.3% | -87.6% | +217.9% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling