+57.4%
MRK vs FLUT
-43.0%
+100.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.6% |
| 7D | -2.1% | +4.5% | -6.6% | -2.1% |
| 30D | +1.2% | +9.2% | -8.0% | +1.2% |
| 3M | +13.5% | -13.7% | +27.2% | +13.6% |
| 6M | +34.0% | -9.0% | +43.0% | +34.2% |
| YTD | +42.7% | -60.2% | +103.0% | +43.8% |
| 1Y | +66.6% | -63.1% | +129.7% | +67.9% |
| All | +57.4% | -43.0% | +100.4% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling