+773.8%
MRK vs FLUT
+2,054.3%
-1,280.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | +1.3% | -1.6% | +3.0% | +1.4% |
| 30D | +17.1% | +7.7% | +9.4% | +17.0% |
| 3M | +25.9% | -0.7% | +26.6% | +25.9% |
| 6M | +26.8% | -11.2% | +38.0% | +26.9% |
| YTD | +44.9% | -53.4% | +98.4% | +46.0% |
| 1Y | +84.8% | -65.8% | +150.6% | +86.8% |
| 3Y | +50.1% | -44.9% | +95.0% | +50.6% |
| 5Y | +127.4% | -49.7% | +177.1% | +127.7% |
| 10Y | +240.0% | -9.7% | +249.7% | +237.7% |
| All | +773.8% | +2,054.3% | -1,280.5% | +740.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling