+274.2%
MRK vs FCUV
-95.9%
+370.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | -2.7% | -63.8% | +61.0% | -2.7% |
| 30D | +12.7% | -14.7% | +27.4% | +12.7% |
| 3M | +24.2% | +65.3% | -41.1% | +24.2% |
| 6M | +27.8% | -68.5% | +96.3% | +27.7% |
| YTD | +42.2% | -83.0% | +125.3% | +42.1% |
| 1Y | +80.2% | -94.4% | +174.6% | +80.0% |
| 3Y | +48.4% | -99.3% | +147.7% | +48.2% |
| 5Y | +133.6% | -99.9% | +233.4% | +133.3% |
| 10Y | +236.2% | -98.6% | +334.9% | +237.0% |
| All | +274.2% | -95.9% | +370.1% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling