+84.6%
MRK vs FLR
+2.5%
+82.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.7% |
| 30D | +7.8% | -5.9% | +13.7% | +7.9% |
| 3M | +18.2% | -7.6% | +25.8% | +18.4% |
| 6M | +34.7% | -9.3% | +44.0% | +35.2% |
| YTD | +45.8% | +20.1% | +25.7% | +44.6% |
| 1Y | +84.6% | +3.0% | +81.6% | +84.0% |
| All | +84.6% | +2.5% | +82.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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