+106.8%
MRK vs FAST
+103.6%
+3.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | +2.1% | -3.9% | -2.2% |
| 30D | +2.8% | +6.9% | -4.1% | +1.5% |
| 3M | +15.0% | +4.8% | +10.1% | +13.9% |
| 6M | +30.9% | +19.8% | +11.1% | +26.6% |
| YTD | +42.3% | +34.9% | +7.4% | +34.8% |
| 1Y | +76.1% | +32.8% | +43.3% | +67.2% |
| 3Y | +54.1% | +93.7% | -39.7% | +38.3% |
| All | +106.8% | +103.6% | +3.2% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling