+49.0%
MRK vs FLEX
+465.7%
-416.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -2.7% | +6.4% | -9.1% | -2.7% |
| 30D | +12.7% | -5.9% | +18.6% | +12.7% |
| 3M | +24.2% | -23.5% | +47.7% | +24.3% |
| 6M | +27.8% | +83.7% | -55.9% | +25.3% |
| YTD | +42.2% | +86.5% | -44.3% | +39.3% |
| 1Y | +80.2% | +100.5% | -20.3% | +75.9% |
| All | +49.0% | +465.7% | -416.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling