+25.9%
MRK vs FIG
+2.6%
+23.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.0% | -1.3% |
| 7D | +1.3% | -16.3% | +17.6% | +1.5% |
| 30D | +17.1% | -14.3% | +31.5% | +16.9% |
| 3M | +25.9% | +7.2% | +18.8% | +25.5% |
| All | +25.9% | +2.6% | +23.3% | +25.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling