+224.4%
MRK vs FHN
+126.8%
+97.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | -4.3% | -1.9% | -2.4% | -4.0% |
| 30D | +8.3% | -5.4% | +13.7% | +9.0% |
| 3M | +20.0% | -1.4% | +21.5% | +20.1% |
| 6M | +25.7% | +9.9% | +15.8% | +24.0% |
| YTD | +38.7% | +3.9% | +34.9% | +37.7% |
| 1Y | +74.7% | +10.6% | +64.1% | +71.9% |
| 3Y | +45.4% | +130.7% | -85.3% | +28.3% |
| 5Y | +129.0% | +88.8% | +40.2% | +100.7% |
| All | +224.4% | +126.8% | +97.7% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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