+58.0%
MRK vs FIX
+503.5%
-445.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.5% |
| 7D | +0.7% | +9.4% | -8.7% | +0.7% |
| 30D | +0.3% | -27.8% | +28.0% | +0.2% |
| 3M | +9.7% | -35.6% | +45.2% | +9.7% |
| 6M | +32.0% | -45.2% | +77.2% | +32.2% |
| YTD | +43.3% | +19.5% | +23.8% | +41.9% |
| 1Y | +63.7% | +24.2% | +39.4% | +62.0% |
| 3Y | +58.0% | +494.2% | -436.1% | +53.0% |
| All | +58.0% | +503.5% | -445.5% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling