+131.3%
MRK vs FIX
+2,061.9%
-1,930.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +1.3% | +6.0% | -4.7% | +1.2% |
| 30D | +17.1% | -7.2% | +24.4% | +17.4% |
| 3M | +25.9% | -15.9% | +41.8% | +26.3% |
| 6M | +26.8% | +12.7% | +14.1% | +25.5% |
| YTD | +44.9% | +72.8% | -27.9% | +41.2% |
| 1Y | +84.8% | +122.9% | -38.1% | +78.1% |
| 3Y | +50.1% | +774.3% | -724.2% | +30.2% |
| All | +131.3% | +2,061.9% | -1,930.7% | +56.0% |
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 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