+76.5%
MRK vs FGI
+45.3%
+31.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +2.2% | -3.2% | +5.4% | +2.2% |
| 3M | +16.4% | +64.1% | -47.7% | +15.0% |
| 6M | +35.3% | +17.2% | +18.1% | +34.1% |
| YTD | +44.2% | +31.6% | +12.7% | +42.3% |
| All | +76.5% | +45.3% | +31.2% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling