+80.2%
MRK vs FE
+11.4%
+68.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +12.7% | -1.2% | +13.9% | +13.2% |
| 3M | +24.2% | +1.7% | +22.6% | +23.0% |
| 6M | +27.8% | -7.5% | +35.3% | +31.2% |
| YTD | +42.2% | +6.3% | +35.9% | +40.2% |
| 1Y | +80.2% | +10.9% | +69.3% | +72.1% |
| All | +80.2% | +11.4% | +68.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling