+229.0%
MRK vs FAST
+546.1%
-317.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | 0.0% | +5.0% | -5.0% | -1.2% |
| 30D | +3.5% | +8.6% | -5.1% | +1.5% |
| 3M | +11.2% | +6.9% | +4.3% | +9.3% |
| 6M | +32.5% | +29.6% | +2.9% | +24.2% |
| YTD | +42.5% | +41.4% | +1.1% | +30.5% |
| 1Y | +65.4% | +38.5% | +26.9% | +52.3% |
| 3Y | +58.8% | +98.7% | -39.9% | +32.3% |
| 5Y | +103.9% | +108.0% | -4.2% | +65.5% |
| All | +229.0% | +546.1% | -317.1% | +106.6% |
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