+226.2%
MRK vs FLUT
-11.0%
+237.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -5.0% | -3.6% | -1.4% | -5.0% |
| 30D | +11.0% | -0.3% | +11.3% | +10.9% |
| 3M | +22.4% | -12.6% | +35.0% | +22.3% |
| 6M | +25.4% | -8.0% | +33.4% | +25.3% |
| YTD | +39.5% | -54.1% | +93.6% | +39.5% |
| 1Y | +78.0% | -66.1% | +144.1% | +78.0% |
| 3Y | +45.5% | -45.0% | +90.6% | +45.5% |
| 5Y | +130.3% | -51.2% | +181.5% | +128.8% |
| All | +226.2% | -11.0% | +237.2% | +242.3% |
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