+130.3%
MRK vs FDX
+62.9%
+67.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.0% |
| 7D | -5.0% | -3.9% | -1.2% | -4.7% |
| 30D | +11.0% | -3.3% | +14.3% | +11.3% |
| 3M | +22.4% | -2.0% | +24.4% | +22.5% |
| 6M | +25.4% | +8.0% | +17.4% | +24.2% |
| YTD | +39.5% | +35.0% | +4.5% | +35.8% |
| 1Y | +78.0% | +73.7% | +4.3% | +70.2% |
| 3Y | +45.5% | +61.6% | -16.0% | +38.7% |
| 5Y | +130.3% | +65.4% | +64.9% | +118.2% |
| All | +130.3% | +62.9% | +67.4% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling