+230.8%
MRK vs FN
+700.1%
-469.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +0.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +0.3% | -16.5% | +16.8% | +0.8% |
| 3M | +9.7% | -42.1% | +51.8% | +11.8% |
| 6M | +32.0% | -52.9% | +84.8% | +35.4% |
| YTD | +43.3% | -28.0% | +71.2% | +42.9% |
| 1Y | +63.7% | -18.5% | +82.2% | +61.9% |
| 3Y | +58.0% | +93.9% | -35.9% | +44.5% |
| 5Y | +105.0% | +170.5% | -65.5% | +80.3% |
| All | +230.8% | +700.1% | -469.4% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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