+998.4%
MRK vs TMF
-68.9%
+1,067.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +1.3% | -1.4% | +2.8% | +1.2% |
| 30D | +17.1% | -2.8% | +20.0% | +16.9% |
| 3M | +25.9% | -10.9% | +36.8% | +25.0% |
| 6M | +26.8% | -21.3% | +48.1% | +24.8% |
| YTD | +44.9% | -15.9% | +60.8% | +43.4% |
| 1Y | +84.8% | -15.7% | +100.6% | +83.0% |
| 3Y | +50.1% | -43.4% | +93.5% | +45.7% |
| 5Y | +127.4% | -87.8% | +215.2% | +93.9% |
| 10Y | +240.0% | -86.7% | +326.7% | +204.9% |
| All | +998.4% | -68.9% | +1,067.2% | +1,082.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling