+224.4%
MRK vs FERG
+351.3%
-126.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.3% | -2.6% | -1.7% | -4.0% |
| 30D | +8.3% | -8.9% | +17.2% | +9.3% |
| 3M | +20.0% | -2.0% | +22.1% | +20.1% |
| 6M | +25.7% | -3.2% | +28.9% | +25.7% |
| YTD | +38.7% | +1.5% | +37.2% | +38.1% |
| 1Y | +74.7% | +0.5% | +74.2% | +73.9% |
| 3Y | +45.4% | +50.4% | -5.1% | +38.6% |
| 5Y | +129.0% | +68.7% | +60.3% | +114.3% |
| All | +224.4% | +351.3% | -126.9% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling