+84.6%
MRK vs FRMI
-93.1%
+177.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -10.6% | +14.5% | +3.6% |
| 7D | +6.7% | -39.7% | +46.4% | +5.2% |
| 30D | +7.8% | -55.2% | +62.9% | +5.6% |
| 3M | +18.2% | -71.2% | +89.3% | +14.7% |
| 6M | +34.7% | -64.1% | +98.8% | +32.7% |
| YTD | +45.8% | -77.2% | +123.0% | +42.3% |
| 1Y | +84.6% | -93.2% | +177.7% | +67.3% |
| All | +84.6% | -93.1% | +177.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling