+3,812.0%
MRK vs FDX
+4,233.7%
-421.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | +1.3% | -2.5% | +3.9% | +1.8% |
| 30D | +17.1% | +3.8% | +13.3% | +16.2% |
| 3M | +25.9% | -1.3% | +27.2% | +26.0% |
| 6M | +26.8% | +5.0% | +21.8% | +24.9% |
| YTD | +44.9% | +39.6% | +5.3% | +34.7% |
| 1Y | +84.8% | +81.1% | +3.7% | +62.9% |
| 3Y | +50.1% | +63.0% | -12.9% | +32.2% |
| 5Y | +127.4% | +65.6% | +61.8% | +93.9% |
| 10Y | +240.0% | +183.4% | +56.6% | +143.3% |
| All | +3,812.0% | +4,233.7% | -421.6% | +1,373.6% |
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