+46.1%
MRK vs FLR
+52.3%
-6.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | -5.0% | -6.9% | +1.9% | -5.0% |
| 30D | +11.0% | +1.1% | +9.8% | +11.0% |
| 3M | +22.4% | +14.3% | +8.1% | +22.2% |
| 6M | +25.4% | +19.1% | +6.3% | +25.1% |
| YTD | +39.5% | +35.1% | +4.4% | +39.3% |
| 1Y | +78.0% | +29.5% | +48.5% | +77.5% |
| All | +46.1% | +52.3% | -6.2% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling