+74.7%
MRK vs FIGR
-3.1%
+77.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.7% |
| 7D | -4.3% | -3.0% | -1.2% | -4.3% |
| 30D | +8.3% | +13.7% | -5.4% | +9.1% |
| 3M | +20.0% | +23.9% | -3.8% | +21.7% |
| 6M | +25.7% | -8.4% | +34.1% | +25.9% |
| YTD | +38.7% | -14.6% | +53.4% | +39.8% |
| 1Y | +74.7% | +12.1% | +62.6% | +81.0% |
| All | +74.7% | -3.1% | +77.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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