+3,812.0%
MRK vs FAST
+71,032.6%
-67,220.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +17.1% | -0.8% | +17.9% | +17.3% |
| 3M | +25.9% | +5.8% | +20.2% | +24.5% |
| 6M | +26.8% | +8.0% | +18.8% | +24.7% |
| YTD | +44.9% | +25.6% | +19.3% | +38.5% |
| 1Y | +84.8% | +0.8% | +84.0% | +83.7% |
| 3Y | +50.1% | +86.1% | -36.0% | +32.1% |
| 5Y | +127.4% | +100.2% | +27.2% | +95.4% |
| 10Y | +240.0% | +494.2% | -254.2% | +134.3% |
| All | +3,812.0% | +71,032.6% | -67,220.6% | +1,192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling