+134.8%
MRK vs FHN
+86.3%
+48.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | +12.7% | -2.6% | +15.3% | +12.8% |
| 3M | +24.2% | 0.0% | +24.2% | +24.1% |
| 6M | +27.8% | +9.2% | +18.6% | +27.0% |
| YTD | +42.2% | +4.3% | +37.9% | +41.6% |
| 1Y | +80.2% | +10.8% | +69.4% | +78.7% |
| 3Y | +48.4% | +130.7% | -82.3% | +41.0% |
| All | +134.8% | +86.3% | +48.5% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling