+133.6%
MRK vs FDS
-23.5%
+157.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | -2.7% | -8.8% | +6.1% | -2.0% |
| 30D | +12.7% | -1.4% | +14.1% | +12.8% |
| 3M | +24.2% | +13.9% | +10.4% | +22.7% |
| 6M | +27.8% | +27.4% | +0.4% | +24.6% |
| YTD | +42.2% | -2.5% | +44.7% | +43.5% |
| 1Y | +80.2% | -23.8% | +104.0% | +88.6% |
| 3Y | +48.4% | -32.5% | +80.9% | +57.4% |
| 5Y | +133.6% | -23.2% | +156.8% | +129.2% |
| All | +133.6% | -23.5% | +157.0% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling