+134.0%
MRK vs FOXA
+92.4%
+41.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -4.3% | +0.8% | -5.1% | -4.4% |
| 30D | +8.3% | +5.0% | +3.2% | +7.5% |
| 3M | +20.0% | -3.0% | +23.1% | +20.1% |
| 6M | +25.7% | +14.8% | +10.9% | +22.8% |
| YTD | +38.7% | -8.9% | +47.7% | +39.8% |
| 1Y | +74.7% | +13.3% | +61.4% | +70.3% |
| 3Y | +45.4% | +115.4% | -70.0% | +27.4% |
| 5Y | +129.0% | +95.3% | +33.8% | +101.5% |
| All | +134.0% | +92.4% | +41.7% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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