+230.8%
MRK vs FLUT
-26.8%
+257.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | +0.7% | -0.7% | +1.4% | +0.7% |
| 30D | +0.3% | +9.3% | -9.0% | +0.3% |
| 3M | +9.7% | -17.5% | +27.1% | +9.6% |
| 6M | +32.0% | -14.6% | +46.6% | +32.0% |
| YTD | +43.3% | -62.3% | +105.5% | +43.3% |
| 1Y | +63.7% | -59.6% | +123.3% | +63.7% |
| 3Y | +58.0% | -45.3% | +103.3% | +58.0% |
| 5Y | +105.0% | -50.4% | +155.4% | +104.6% |
| All | +230.8% | -26.8% | +257.6% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling