+2,813.2%
MRK vs FLEX
+7,523.3%
-4,710.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +17.1% | -10.1% | +27.3% | +18.0% |
| 3M | +25.9% | -31.3% | +57.2% | +29.0% |
| 6M | +26.8% | +71.3% | -44.5% | +19.4% |
| YTD | +44.9% | +81.2% | -36.3% | +35.5% |
| 1Y | +84.8% | +98.5% | -13.7% | +71.0% |
| 3Y | +50.1% | +428.2% | -378.1% | +25.8% |
| 5Y | +127.4% | +657.3% | -529.8% | +82.7% |
| 10Y | +240.0% | +995.9% | -756.0% | +154.4% |
| All | +2,813.2% | +7,523.3% | -4,710.1% | +1,498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling