+27.8%
MRK vs FTAI
-27.0%
+54.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | -13.6% | +26.3% | +13.4% |
| 3M | +24.2% | -20.6% | +44.8% | +24.7% |
| 6M | +27.8% | -32.6% | +60.4% | +32.3% |
| All | +27.8% | -27.0% | +54.8% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling