+106.8%
MRK vs FIX
+933.9%
-827.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | -0.2% |
| 7D | -1.9% | -17.5% | +15.6% | -1.7% |
| 30D | +2.8% | -41.6% | +44.3% | +3.7% |
| 3M | +15.0% | -40.6% | +55.6% | +15.9% |
| 6M | +30.9% | -49.4% | +80.3% | +32.4% |
| YTD | +42.3% | +9.2% | +33.1% | +40.1% |
| 1Y | +76.1% | +6.5% | +69.6% | +73.3% |
| 3Y | +54.1% | +448.7% | -394.6% | +36.8% |
| All | +106.8% | +933.9% | -827.1% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling