+49.3%
MRK vs FE
+48.5%
+0.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -0.9% | +0.6% | -1.6% | -1.1% |
| 30D | +15.5% | -2.1% | +17.6% | +16.2% |
| 3M | +25.1% | +2.6% | +22.5% | +24.0% |
| 6M | +30.1% | -6.8% | +36.9% | +32.6% |
| YTD | +43.1% | +6.9% | +36.2% | +40.3% |
| 1Y | +82.5% | +11.6% | +70.9% | +76.8% |
| 3Y | +49.3% | +47.7% | +1.6% | +34.4% |
| All | +49.3% | +48.5% | +0.9% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling