+74.7%
MRK vs FITB
+24.3%
+50.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.5% |
| 3M | +20.0% | +3.2% | +16.9% | +18.5% |
| 6M | +25.7% | +23.4% | +2.3% | +19.0% |
| YTD | +38.7% | +18.8% | +20.0% | +31.5% |
| 1Y | +74.7% | +25.0% | +49.7% | +60.5% |
| All | +74.7% | +24.3% | +50.4% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling