+63.4%
MRK vs FRMI
-78.1%
+141.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.5% |
| 7D | -4.3% | +7.4% | -11.7% | -4.0% |
| 30D | +8.3% | -27.6% | +35.9% | +7.3% |
| 3M | +20.0% | -20.9% | +40.9% | +19.9% |
| 6M | +25.7% | -36.6% | +62.3% | +24.6% |
| YTD | +38.7% | -31.3% | +70.0% | +39.2% |
| All | +63.4% | -78.1% | +141.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling