+96.6%
MRK vs FIG
-77.1%
+173.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | +0.6% |
| 7D | +0.7% | +3.4% | -2.7% | +0.8% |
| 30D | +0.3% | -9.5% | +9.7% | +0.1% |
| 3M | +9.7% | -26.2% | +35.8% | +8.9% |
| 6M | +32.0% | +2.7% | +29.3% | +33.2% |
| YTD | +43.3% | -48.0% | +91.2% | +42.5% |
| 1Y | +63.7% | -52.0% | +115.7% | +62.4% |
| All | +96.6% | -77.1% | +173.7% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling