+224.4%
MRK vs FITB
+290.8%
-66.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +8.3% | -5.7% | +14.0% | +9.2% |
| 3M | +20.0% | +3.2% | +16.9% | +19.3% |
| 6M | +25.7% | +23.4% | +2.3% | +21.2% |
| YTD | +38.7% | +18.8% | +20.0% | +34.4% |
| 1Y | +74.7% | +25.0% | +49.7% | +67.7% |
| 3Y | +45.4% | +131.2% | -85.8% | +24.7% |
| 5Y | +129.0% | +70.7% | +58.4% | +102.6% |
| All | +224.4% | +290.8% | -66.4% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling