+82.5%
MRK vs FGI
+93.1%
-10.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.9% | +5.2% | -6.1% | -1.0% |
| 30D | +15.5% | +65.2% | -49.7% | +14.6% |
| 3M | +25.1% | +30.2% | -5.1% | +24.3% |
| 6M | +30.1% | +87.8% | -57.7% | +28.9% |
| YTD | +43.1% | +32.5% | +10.7% | +41.9% |
| 1Y | +82.5% | +93.6% | -11.1% | +81.5% |
| All | +82.5% | +93.1% | -10.6% | +81.5% |
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