+222.1%
MRK vs FND
+54.9%
+167.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -5.0% | -5.1% | +0.1% | -4.5% |
| 30D | +11.0% | -22.5% | +33.5% | +14.0% |
| 3M | +22.4% | -5.0% | +27.4% | +22.7% |
| 6M | +25.4% | -21.5% | +46.9% | +27.9% |
| YTD | +39.5% | -23.0% | +62.5% | +42.2% |
| 1Y | +78.0% | -44.9% | +122.9% | +87.7% |
| 3Y | +45.5% | -50.0% | +95.5% | +52.2% |
| 5Y | +130.3% | -63.3% | +193.6% | +144.0% |
| All | +222.1% | +54.9% | +167.2% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling