+84.6%
MRK vs FIG
-52.3%
+136.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.2% | -1.3% | +4.1% |
| 7D | +6.7% | -4.7% | +11.3% | +6.5% |
| 30D | +7.8% | +0.5% | +7.2% | +7.8% |
| 3M | +18.2% | -18.4% | +36.6% | +17.5% |
| 6M | +34.7% | +10.9% | +23.8% | +36.5% |
| YTD | +45.8% | -40.8% | +86.6% | +48.2% |
| 1Y | +84.6% | -51.7% | +136.3% | +92.6% |
| All | +84.6% | -52.3% | +136.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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