+224.1%
MRK vs FIX
+3,723.8%
-3,499.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +2.3% | -13.9% | +16.3% | +3.3% |
| 30D | +1.7% | -35.5% | +37.2% | +5.0% |
| 3M | +13.8% | -33.9% | +47.7% | +17.0% |
| 6M | +34.7% | -43.3% | +78.0% | +39.7% |
| YTD | +43.6% | +18.7% | +24.9% | +37.6% |
| 1Y | +75.7% | +13.8% | +61.9% | +68.7% |
| 3Y | +60.0% | +495.0% | -434.9% | +19.7% |
| 5Y | +105.4% | +1,049.0% | -943.7% | +35.0% |
| 10Y | +224.1% | +3,644.4% | -3,420.3% | +72.9% |
| All | +224.1% | +3,723.8% | -3,499.7% | +72.9% |
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