+858.0%
MRK vs FE
+561.4%
+296.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | +17.1% | -1.2% | +18.3% | +17.5% |
| 3M | +25.9% | +3.5% | +22.4% | +24.3% |
| 6M | +26.8% | -6.1% | +32.9% | +29.4% |
| YTD | +44.9% | +7.6% | +37.3% | +41.1% |
| 1Y | +84.8% | +11.9% | +72.9% | +77.5% |
| 3Y | +50.1% | +48.4% | +1.7% | +29.7% |
| 5Y | +127.4% | +44.8% | +82.6% | +95.6% |
| 10Y | +240.0% | +115.9% | +124.1% | +140.6% |
| All | +858.0% | +561.4% | +296.5% | +299.3% |
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