+727.2%
MRK vs FIX
+8,590.7%
-7,863.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | +0.4% |
| 7D | +0.3% | -7.2% | +7.5% | +0.7% |
| 30D | +2.2% | -35.1% | +37.3% | +6.2% |
| 3M | +16.4% | -34.3% | +50.6% | +20.5% |
| 6M | +35.3% | -42.9% | +78.2% | +41.4% |
| YTD | +44.2% | +19.5% | +24.8% | +38.2% |
| 1Y | +77.5% | +16.8% | +60.7% | +70.1% |
| 3Y | +59.2% | +506.7% | -447.5% | +21.8% |
| 5Y | +109.6% | +1,046.7% | -937.1% | +46.3% |
| 10Y | +229.6% | +3,800.0% | -3,570.3% | +91.5% |
| All | +727.2% | +8,590.7% | -7,863.5% | +279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling