+45.4%
MRK vs FOXA
+117.6%
-72.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -4.3% | +0.8% | -5.1% | -4.3% |
| 30D | +8.3% | +5.0% | +3.2% | +7.9% |
| 3M | +20.0% | -3.0% | +23.1% | +20.2% |
| 6M | +25.7% | +14.8% | +10.9% | +24.6% |
| YTD | +38.7% | -8.9% | +47.7% | +40.2% |
| 1Y | +74.7% | +13.3% | +61.4% | +73.0% |
| 3Y | +45.4% | +115.4% | -70.0% | +37.9% |
| All | +45.4% | +117.6% | -72.2% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling