+229.0%
MRK vs FN
+763.2%
-534.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | 0.0% |
| 7D | 0.0% | +20.8% | -20.8% | -0.8% |
| 30D | +3.5% | -17.3% | +20.8% | +4.1% |
| 3M | +11.2% | -38.1% | +49.3% | +13.1% |
| 6M | +32.5% | -44.2% | +76.7% | +34.9% |
| YTD | +42.5% | -22.3% | +64.8% | +41.7% |
| 1Y | +65.4% | -20.9% | +86.3% | +64.0% |
| 3Y | +58.8% | +111.1% | -52.2% | +44.7% |
| 5Y | +103.9% | +191.8% | -88.0% | +78.7% |
| All | +229.0% | +763.2% | -534.2% | +166.5% |
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