+234.3%
MRK vs FN
+882.3%
-648.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.3% |
| 7D | -0.9% | +3.5% | -4.5% | -1.1% |
| 30D | +15.5% | -26.0% | +41.4% | +16.9% |
| 3M | +25.1% | -33.3% | +58.4% | +27.0% |
| 6M | +30.1% | -14.9% | +45.0% | +29.7% |
| YTD | +43.1% | -8.6% | +51.7% | +41.7% |
| 1Y | +82.5% | +12.3% | +70.1% | +77.9% |
| 3Y | +49.3% | +174.4% | -125.1% | +34.2% |
| 5Y | +130.3% | +296.4% | -166.2% | +97.3% |
| 10Y | +234.3% | +890.0% | -655.7% | +166.2% |
| All | +234.3% | +882.3% | -648.0% | +166.2% |
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