+3,812.0%
MRK vs FHN
+1,824.4%
+1,987.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +1.2% | +0.2% | +1.1% |
| 30D | +17.1% | -4.7% | +21.8% | +18.0% |
| 3M | +25.9% | +3.5% | +22.4% | +25.0% |
| 6M | +26.8% | +7.8% | +19.0% | +24.9% |
| YTD | +44.9% | +5.9% | +39.0% | +43.0% |
| 1Y | +84.8% | +12.5% | +72.4% | +80.2% |
| 3Y | +50.1% | +117.2% | -67.1% | +27.8% |
| 5Y | +127.4% | +86.5% | +40.9% | +91.0% |
| 10Y | +240.0% | +125.7% | +114.2% | +156.8% |
| All | +3,812.0% | +1,824.4% | +1,987.6% | +1,423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling