+234.3%
MRK vs FIX
+5,976.4%
-5,742.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -0.9% | +6.1% | -7.0% | -1.5% |
| 30D | +15.5% | -2.7% | +18.1% | +15.6% |
| 3M | +25.1% | -10.9% | +36.1% | +25.7% |
| 6M | +30.1% | +29.0% | +1.1% | +25.5% |
| YTD | +43.1% | +76.9% | -33.8% | +33.4% |
| 1Y | +82.5% | +130.7% | -48.3% | +64.5% |
| 3Y | +49.3% | +790.7% | -741.3% | +8.7% |
| 5Y | +130.3% | +2,185.6% | -2,055.3% | +40.5% |
| 10Y | +234.3% | +5,993.3% | -5,759.0% | +73.2% |
| All | +234.3% | +5,976.4% | -5,742.0% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling