+90.4%
MRK vs FIG
-72.7%
+163.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -0.4% |
| 7D | -4.3% | -3.8% | -0.4% | -4.4% |
| 30D | +8.3% | -2.3% | +10.6% | +8.3% |
| 3M | +20.0% | +20.0% | +0.1% | +21.3% |
| 6M | +25.7% | -16.7% | +42.3% | +25.8% |
| YTD | +38.7% | -37.9% | +76.7% | +38.5% |
| 1Y | +74.7% | -58.5% | +133.2% | +73.0% |
| All | +90.4% | -72.7% | +163.1% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling