+230.8%
MRK vs FLEX
+608.2%
-377.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.8% |
| 7D | +0.7% | +7.5% | -6.8% | +0.2% |
| 30D | +0.3% | -25.3% | +25.5% | +1.7% |
| 3M | +9.7% | -39.7% | +49.3% | +12.6% |
| 6M | +32.0% | -47.9% | +79.8% | +36.2% |
| YTD | +43.3% | +24.1% | +19.2% | +36.3% |
| 1Y | +63.7% | +26.0% | +37.7% | +55.3% |
| 3Y | +58.0% | +282.7% | -224.7% | +31.4% |
| 5Y | +105.0% | +424.2% | -319.3% | +62.3% |
| All | +230.8% | +608.2% | -377.4% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling