+266.4%
MRK vs FTAI
+2,432.1%
-2,165.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | -13.6% | +26.3% | +13.8% |
| 3M | +24.2% | -20.6% | +44.8% | +25.8% |
| 6M | +27.8% | -32.6% | +60.4% | +30.4% |
| YTD | +42.2% | -5.4% | +47.6% | +41.2% |
| 1Y | +80.2% | +12.9% | +67.3% | +75.9% |
| 3Y | +48.4% | +428.1% | -379.7% | +21.9% |
| 5Y | +133.6% | +863.0% | -729.4% | +78.1% |
| 10Y | +236.2% | +3,092.6% | -2,856.3% | +120.6% |
| All | +266.4% | +2,432.1% | -2,165.7% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling