+3,645.5%
MRK vs FITB
+2,847.5%
+797.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| YTD | +38.7% | +18.8% | +20.0% | +34.7% |
| 1Y | +74.7% | +25.0% | +49.7% | +68.1% |
| 3Y | +45.4% | +131.2% | -85.8% | +25.8% |
| 5Y | +129.0% | +70.7% | +58.4% | +103.8% |
| 10Y | +228.0% | +289.4% | -61.4% | +144.0% |
| All | +3,645.5% | +2,847.5% | +797.9% | +1,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling