+760.5%
MRK vs FLUT
+1,739.7%
-979.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.6% |
| 7D | -2.1% | +4.5% | -6.6% | -2.2% |
| 30D | +1.2% | +9.2% | -8.0% | +1.1% |
| 3M | +13.5% | -13.7% | +27.2% | +13.7% |
| 6M | +34.0% | -9.0% | +43.0% | +34.1% |
| YTD | +42.7% | -60.2% | +103.0% | +44.0% |
| 1Y | +66.6% | -63.1% | +129.7% | +68.2% |
| 3Y | +59.1% | -42.5% | +101.5% | +59.5% |
| 5Y | +104.1% | -47.6% | +151.7% | +104.3% |
| 10Y | +227.3% | -22.9% | +250.2% | +225.6% |
| All | +760.5% | +1,739.7% | -979.1% | +729.3% |
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 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