+130.3%
MRK vs FLEX
+684.1%
-553.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +11.0% | -11.8% | +22.7% | +11.0% |
| 3M | +22.4% | -22.6% | +45.0% | +22.5% |
| 6M | +25.4% | +77.3% | -51.9% | +23.1% |
| YTD | +39.5% | +78.8% | -39.3% | +36.8% |
| 1Y | +78.0% | +86.1% | -8.1% | +74.1% |
| 3Y | +45.5% | +446.2% | -400.7% | +36.4% |
| 5Y | +130.3% | +689.7% | -559.4% | +113.2% |
| All | +130.3% | +684.1% | -553.8% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling