+234.3%
MRK vs FAST
+506.4%
-272.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +15.5% | -4.7% | +20.2% | +16.8% |
| 3M | +25.1% | +7.9% | +17.2% | +22.6% |
| 6M | +30.1% | +7.4% | +22.7% | +27.4% |
| YTD | +43.1% | +25.1% | +18.0% | +35.0% |
| 1Y | +82.5% | +4.7% | +77.8% | +79.2% |
| 3Y | +49.3% | +94.7% | -45.4% | +24.3% |
| 5Y | +130.3% | +106.8% | +23.5% | +85.5% |
| 10Y | +234.3% | +507.7% | -273.3% | +95.4% |
| All | +234.3% | +506.4% | -272.0% | +95.4% |
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