+326.5%
MRK vs FLR
+579.2%
-252.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -4.3% | -3.5% | -0.8% | -3.9% |
| 30D | +8.3% | +4.2% | +4.1% | +7.7% |
| 3M | +20.0% | +8.1% | +12.0% | +18.4% |
| 6M | +25.7% | +21.5% | +4.1% | +21.6% |
| YTD | +38.7% | +36.8% | +2.0% | +32.2% |
| 1Y | +74.7% | +31.2% | +43.5% | +66.6% |
| 3Y | +45.4% | +53.9% | -8.5% | +31.6% |
| 5Y | +129.0% | +243.0% | -114.0% | +80.8% |
| 10Y | +228.0% | +18.8% | +209.2% | +172.9% |
| All | +326.5% | +579.2% | -252.8% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling