+1,230.1%
MRK vs FDS
+10,480.1%
-9,250.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | +0.3% | +14.8% | -14.6% | -2.2% |
| 3M | +9.7% | +16.3% | -6.6% | +6.4% |
| 6M | +32.0% | +66.2% | -34.3% | +19.4% |
| YTD | +43.3% | +16.2% | +27.0% | +36.8% |
| 1Y | +63.7% | +21.8% | +41.8% | +54.7% |
| 3Y | +58.0% | -23.9% | +81.9% | +61.3% |
| 5Y | +105.0% | -23.1% | +128.1% | +106.8% |
| 10Y | +228.6% | +128.7% | +99.9% | +169.3% |
| All | +1,230.1% | +10,480.1% | -9,250.0% | +596.9% |
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