+130.3%
MRK vs FITB
+68.4%
+61.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | +11.0% | -5.5% | +16.5% | +11.6% |
| 3M | +22.4% | +4.1% | +18.3% | +21.6% |
| 6M | +25.4% | +18.7% | +6.7% | +22.6% |
| YTD | +39.5% | +18.2% | +21.3% | +36.4% |
| 1Y | +78.0% | +23.7% | +54.3% | +73.0% |
| 3Y | +45.5% | +130.8% | -85.2% | +32.2% |
| 5Y | +130.3% | +69.8% | +60.5% | +111.5% |
| All | +130.3% | +68.4% | +61.9% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling