+65.7%
MRK vs FAST
+38.3%
+27.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -2.1% | +4.3% | -6.4% | -3.4% |
| 30D | +1.2% | +8.3% | -7.1% | -1.3% |
| 3M | +13.5% | +6.5% | +7.0% | +11.3% |
| 6M | +34.0% | +29.5% | +4.5% | +23.1% |
| YTD | +42.7% | +41.3% | +1.5% | +24.2% |
| All | +65.7% | +38.3% | +27.4% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling