+49.9%
MRK vs FDS
-30.3%
+80.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -1.0% |
| 7D | -0.9% | -5.4% | +4.4% | -0.7% |
| 30D | +15.5% | +1.6% | +13.9% | +15.3% |
| 3M | +25.1% | +17.7% | +7.4% | +24.2% |
| 6M | +30.1% | +29.1% | +1.0% | +28.6% |
| YTD | +43.1% | +1.0% | +42.1% | +45.3% |
| 1Y | +82.5% | -21.6% | +104.1% | +91.6% |
| All | +49.9% | -30.3% | +80.3% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling