+504.4%
MRK vs TMUS
+332.5%
+171.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | +6.5% | -6.5% | -0.9% |
| 30D | +3.5% | +11.3% | -7.8% | +1.9% |
| 3M | +11.2% | -2.9% | +14.1% | +11.2% |
| 6M | +32.5% | -10.5% | +43.0% | +33.7% |
| YTD | +42.5% | -14.4% | +56.9% | +44.5% |
| 1Y | +65.4% | -17.9% | +83.3% | +68.7% |
| 3Y | +58.8% | +21.9% | +37.0% | +51.6% |
| 5Y | +103.9% | +52.1% | +51.7% | +87.2% |
| 10Y | +226.8% | +242.4% | -15.6% | +164.3% |
| All | +504.4% | +332.5% | +171.9% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling