+1,245.3%
MRK vs FDS
+9,502.8%
-8,257.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.7% |
| 7D | +1.3% | -1.9% | +3.2% | +1.6% |
| 30D | +17.1% | +9.0% | +8.1% | +15.3% |
| 3M | +25.9% | +18.9% | +7.1% | +21.6% |
| 6M | +26.8% | +35.1% | -8.3% | +18.9% |
| YTD | +44.9% | +5.5% | +39.4% | +41.2% |
| 1Y | +84.8% | -16.8% | +101.6% | +87.3% |
| 3Y | +50.1% | -28.1% | +78.2% | +55.1% |
| 5Y | +127.4% | -17.4% | +144.8% | +126.8% |
| 10Y | +240.0% | +85.4% | +154.5% | +189.3% |
| All | +1,245.3% | +9,502.8% | -8,257.5% | +619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling