+229.6%
MRK vs FAST
+606.6%
-376.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.7% |
| 7D | +0.3% | +3.8% | -3.6% | -0.6% |
| 30D | +2.2% | +8.1% | -5.9% | +0.3% |
| 3M | +16.4% | +5.8% | +10.6% | +14.7% |
| 6M | +35.3% | +24.9% | +10.5% | +28.0% |
| YTD | +44.2% | +38.9% | +5.3% | +32.7% |
| 1Y | +77.5% | +36.5% | +41.0% | +64.0% |
| 3Y | +59.2% | +98.1% | -38.9% | +32.7% |
| 5Y | +109.6% | +109.3% | +0.2% | +69.7% |
| 10Y | +229.6% | +547.9% | -318.3% | +96.8% |
| All | +229.6% | +606.6% | -376.9% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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