+226.2%
MRK vs TMUS
+318.7%
-92.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | -5.8% | +0.8% | -3.9% |
| 30D | +11.0% | -0.2% | +11.2% | +11.0% |
| 3M | +22.4% | -4.0% | +26.4% | +22.8% |
| 6M | +25.4% | -18.1% | +43.5% | +29.8% |
| YTD | +39.5% | -11.3% | +50.8% | +41.9% |
| 1Y | +78.0% | -24.7% | +102.7% | +87.1% |
| 3Y | +45.5% | +35.4% | +10.2% | +32.3% |
| 5Y | +130.3% | +42.4% | +87.8% | +105.6% |
| All | +226.2% | +318.7% | -92.5% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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