+84.6%
MRK vs FLEX
+23.4%
+61.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -12.3% | +16.3% | +3.6% |
| 7D | +6.7% | -17.0% | +23.7% | +6.3% |
| 30D | +7.8% | -33.8% | +41.6% | +6.9% |
| 3M | +18.2% | -39.0% | +57.2% | +17.2% |
| 6M | +34.7% | -15.9% | +50.6% | +32.6% |
| YTD | +45.8% | +27.8% | +18.0% | +42.8% |
| 1Y | +84.6% | +25.0% | +59.6% | +81.6% |
| All | +84.6% | +23.4% | +61.1% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling