+224.4%
MRK vs FDX
+182.5%
+41.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.3% | -3.3% | -1.0% | -3.8% |
| 30D | +8.3% | -4.5% | +12.8% | +9.0% |
| 3M | +20.0% | -7.3% | +27.4% | +21.3% |
| 6M | +25.7% | +7.5% | +18.1% | +23.9% |
| YTD | +38.7% | +35.1% | +3.7% | +32.3% |
| 1Y | +74.7% | +71.4% | +3.3% | +61.0% |
| 3Y | +45.4% | +60.8% | -15.4% | +32.9% |
| 5Y | +129.0% | +65.5% | +63.6% | +105.3% |
| All | +224.4% | +182.5% | +41.9% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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