+220.4%
MRK vs FND
+56.5%
+163.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -4.3% | -5.8% | +1.5% | -3.6% |
| 30D | +8.3% | -20.2% | +28.5% | +10.9% |
| 3M | +20.0% | -12.0% | +32.0% | +21.4% |
| 6M | +25.7% | -18.5% | +44.2% | +27.7% |
| YTD | +38.7% | -22.3% | +61.0% | +41.3% |
| 1Y | +74.7% | -47.6% | +122.3% | +85.3% |
| 3Y | +45.4% | -49.8% | +95.1% | +51.9% |
| 5Y | +129.0% | -63.0% | +192.0% | +142.4% |
| All | +220.4% | +56.5% | +163.9% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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