+1,013.9%
MRK vs TNA
+913.2%
+100.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.5% |
| 7D | -5.0% | -7.6% | +2.6% | -4.0% |
| 30D | +11.0% | -13.6% | +24.6% | +13.1% |
| 3M | +22.4% | +2.8% | +19.6% | +21.5% |
| 6M | +25.4% | +34.5% | -9.1% | +19.3% |
| YTD | +39.5% | +41.0% | -1.5% | +31.4% |
| 1Y | +78.0% | +52.0% | +26.0% | +64.9% |
| 3Y | +45.5% | +103.5% | -57.9% | +21.8% |
| 5Y | +130.3% | -22.5% | +152.8% | +105.5% |
| 10Y | +229.8% | +81.9% | +147.9% | +110.3% |
| All | +1,013.9% | +913.2% | +100.7% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling