+130.3%
MRK vs FE
+48.2%
+82.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| 3M | +25.1% | +2.6% | +22.5% | +24.1% |
| 6M | +30.1% | -6.8% | +36.9% | +32.5% |
| YTD | +43.1% | +6.9% | +36.2% | +40.4% |
| 1Y | +82.5% | +11.6% | +70.9% | +76.9% |
| 3Y | +49.3% | +47.7% | +1.6% | +33.4% |
| 5Y | +130.3% | +46.2% | +84.1% | +108.5% |
| All | +130.3% | +48.2% | +82.1% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling