+84.6%
MRK vs FTAI
+7.0%
+77.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -10.5% | +14.5% | +4.3% |
| 7D | +6.7% | +7.4% | -0.8% | +6.1% |
| 30D | +7.8% | +9.0% | -1.3% | +7.0% |
| 3M | +18.2% | -18.9% | +37.1% | +18.5% |
| 6M | +34.7% | -24.9% | +59.6% | +34.9% |
| YTD | +45.8% | -8.3% | +54.1% | +50.1% |
| 1Y | +84.6% | +16.5% | +68.1% | +94.3% |
| All | +84.6% | +7.0% | +77.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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