+129.9%
MRK vs FTAI
+890.7%
-760.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -0.7% |
| 7D | -4.3% | -5.2% | +0.9% | -4.0% |
| 30D | +8.3% | -17.9% | +26.2% | +9.2% |
| 3M | +20.0% | -22.7% | +42.8% | +21.1% |
| 6M | +25.7% | -28.0% | +53.7% | +26.9% |
| YTD | +38.7% | -5.0% | +43.7% | +38.2% |
| 1Y | +74.7% | +10.4% | +64.3% | +72.4% |
| 3Y | +45.4% | +425.2% | -379.9% | +29.6% |
| All | +129.9% | +890.7% | -760.9% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling