+840.6%
MRK vs FE
+563.2%
+277.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | 0.0% | -1.8% | -1.9% |
| 30D | +2.8% | +5.2% | -2.4% | +1.0% |
| 3M | +15.0% | 0.0% | +15.0% | +14.9% |
| 6M | +30.9% | +5.0% | +25.9% | +28.6% |
| YTD | +42.3% | +7.9% | +34.4% | +38.4% |
| 1Y | +76.1% | +6.3% | +69.7% | +72.1% |
| 3Y | +54.1% | +46.0% | +8.1% | +34.0% |
| 5Y | +109.5% | +45.6% | +63.9% | +79.9% |
| 10Y | +254.8% | +109.3% | +145.4% | +154.3% |
| All | +840.6% | +563.2% | +277.4% | +291.6% |
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