+224.4%
MRK vs FTI
+305.3%
-80.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -4.3% | -4.4% | +0.1% | -3.9% |
| 30D | +8.3% | +1.5% | +6.8% | +8.1% |
| 3M | +20.0% | +8.2% | +11.8% | +19.1% |
| 6M | +25.7% | +18.8% | +6.8% | +23.5% |
| YTD | +38.7% | +71.7% | -32.9% | +31.9% |
| 1Y | +74.7% | +90.0% | -15.4% | +64.5% |
| 3Y | +45.4% | +270.5% | -225.1% | +27.7% |
| 5Y | +129.0% | +1,084.5% | -955.5% | +77.8% |
| All | +224.4% | +305.3% | -80.9% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling