+58.0%
MRK vs FHN
+131.2%
-73.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +0.7% | +2.1% | -1.4% | +0.5% |
| 30D | +0.3% | +3.8% | -3.5% | 0.0% |
| 3M | +9.7% | -8.9% | +18.6% | +10.3% |
| 6M | +32.0% | +1.8% | +30.1% | +31.5% |
| YTD | +43.3% | +0.6% | +42.7% | +42.7% |
| 1Y | +63.7% | +12.9% | +50.7% | +61.8% |
| 3Y | +58.0% | +126.4% | -68.4% | +51.8% |
| All | +58.0% | +131.2% | -73.2% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling