+3,767.8%
MRK vs FDX
+4,272.5%
-504.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.2% |
| 7D | +0.7% | +5.2% | -4.5% | -0.3% |
| 30D | +0.3% | +11.3% | -11.0% | -1.9% |
| 3M | +9.7% | -4.1% | +13.8% | +10.5% |
| 6M | +32.0% | +9.6% | +22.3% | +29.1% |
| YTD | +43.3% | +40.9% | +2.4% | +32.8% |
| 1Y | +63.7% | +53.0% | +10.7% | +49.2% |
| 3Y | +58.0% | +74.1% | -16.1% | +37.4% |
| 5Y | +105.0% | +75.1% | +29.9% | +72.8% |
| 10Y | +228.6% | +156.9% | +71.7% | +140.5% |
| All | +3,767.8% | +4,272.5% | -504.7% | +1,353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling