+226.2%
MRK vs FDS
+66.9%
+159.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | -0.7% |
| 7D | -5.0% | -16.0% | +11.0% | -1.6% |
| 30D | +11.0% | -6.7% | +17.7% | +12.4% |
| 3M | +22.4% | +6.0% | +16.4% | +20.2% |
| 6M | +25.4% | +25.1% | +0.3% | +17.4% |
| YTD | +39.5% | -8.1% | +47.6% | +40.3% |
| 1Y | +78.0% | -26.0% | +104.0% | +88.9% |
| 3Y | +45.5% | -36.4% | +82.0% | +59.0% |
| 5Y | +130.3% | -27.7% | +158.0% | +135.6% |
| All | +226.2% | +66.9% | +159.3% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling