+113.5%
MRK vs FGI
-66.3%
+179.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.2% |
| 7D | 0.0% | +13.5% | -13.5% | 0.0% |
| 30D | +3.5% | +17.1% | -13.6% | +3.4% |
| 3M | +11.2% | +78.0% | -66.8% | +10.7% |
| 6M | +32.5% | +46.4% | -13.9% | +31.9% |
| YTD | +42.5% | +47.7% | -5.2% | +41.8% |
| 1Y | +65.4% | +56.8% | +8.6% | +64.6% |
| 3Y | +58.8% | +12.3% | +46.6% | +60.0% |
| All | +113.5% | -66.3% | +179.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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