+843.4%
MRK vs FE
+564.6%
+278.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +1.2% | +3.6% | -2.4% | 0.0% |
| 3M | +13.5% | +0.3% | +13.2% | +13.3% |
| 6M | +34.0% | +6.4% | +27.6% | +31.1% |
| YTD | +42.7% | +8.1% | +34.6% | +38.7% |
| 1Y | +66.6% | +4.6% | +62.0% | +63.7% |
| 3Y | +59.1% | +49.1% | +10.0% | +37.4% |
| 5Y | +104.1% | +46.1% | +58.0% | +75.1% |
| 10Y | +227.3% | +122.7% | +104.6% | +129.8% |
| All | +843.4% | +564.6% | +278.8% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling