+3,767.8%
MRK vs FITB
+2,860.1%
+907.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.4% |
| 7D | +0.7% | +2.8% | -2.1% | +0.3% |
| 30D | +0.3% | +9.8% | -9.5% | -1.2% |
| 3M | +9.7% | -5.2% | +14.8% | +10.4% |
| 6M | +32.0% | +17.3% | +14.6% | +28.6% |
| YTD | +43.3% | +19.3% | +24.0% | +39.0% |
| 1Y | +63.7% | +32.7% | +31.0% | +56.2% |
| 3Y | +58.0% | +141.6% | -83.6% | +36.1% |
| 5Y | +105.0% | +48.9% | +56.1% | +86.5% |
| 10Y | +228.6% | +216.5% | +12.1% | +152.2% |
| All | +3,767.8% | +2,860.1% | +907.8% | +1,254.1% |
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 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