+91.4%
MRK vs FIG
-74.0%
+165.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -5.0% | -12.2% | +7.2% | -5.4% |
| 30D | +11.0% | -11.0% | +21.9% | +10.6% |
| 3M | +22.4% | +11.9% | +10.5% | +23.4% |
| 6M | +25.4% | -21.9% | +47.3% | +25.3% |
| YTD | +39.5% | -40.8% | +80.2% | +39.1% |
| 1Y | +78.0% | -56.6% | +134.6% | +76.3% |
| All | +91.4% | -74.0% | +165.4% | +85.9% |
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