+22.0%
MRK vs FPS
+22.4%
-0.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.5% | -0.6% |
| 7D | -4.3% | +1.5% | -5.8% | -4.3% |
| 30D | +8.3% | -16.9% | +25.1% | +8.4% |
| 3M | +20.0% | -45.3% | +65.4% | +21.9% |
| 6M | +25.7% | -10.3% | +36.0% | +21.9% |
| All | +22.0% | +22.4% | -0.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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