+224.4%
MRK vs TNA
+86.1%
+138.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -4.3% | -7.3% | +3.0% | -3.5% |
| 30D | +8.3% | -14.2% | +22.5% | +10.0% |
| 3M | +20.0% | -4.6% | +24.6% | +20.4% |
| 6M | +25.7% | +36.9% | -11.3% | +20.8% |
| YTD | +38.7% | +42.5% | -3.8% | +32.4% |
| 1Y | +74.7% | +45.8% | +28.9% | +65.6% |
| 3Y | +45.4% | +104.7% | -59.3% | +26.9% |
| 5Y | +129.0% | -21.7% | +150.7% | +111.3% |
| All | +224.4% | +86.1% | +138.3% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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