+45.4%
MRK vs FCUV
-99.2%
+144.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.5% |
| 7D | -4.3% | -66.5% | +62.2% | -4.1% |
| 30D | +8.3% | +5.0% | +3.3% | +8.2% |
| 3M | +20.0% | +63.8% | -43.7% | +19.1% |
| 6M | +25.7% | -67.8% | +93.5% | +25.1% |
| YTD | +38.7% | -82.4% | +121.1% | +38.2% |
| 1Y | +74.7% | -94.7% | +169.4% | +74.4% |
| 3Y | +45.4% | -99.3% | +144.6% | +46.5% |
| All | +45.4% | -99.2% | +144.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling