+98.9%
MRK vs FIG
-71.6%
+170.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.0% | -1.5% |
| 7D | +1.3% | -16.3% | +17.6% | +0.8% |
| 30D | +17.1% | -14.3% | +31.5% | +16.6% |
| 3M | +25.9% | +7.2% | +18.8% | +26.5% |
| 6M | +26.8% | -18.6% | +45.4% | +26.8% |
| YTD | +44.9% | -35.5% | +80.4% | +44.8% |
| 1Y | +84.8% | -55.8% | +140.6% | +83.2% |
| All | +98.9% | -71.6% | +170.5% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling