+130.3%
MRK vs FTI
+1,109.5%
-979.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.7% |
| 7D | -5.0% | -5.6% | +0.6% | -4.6% |
| 30D | +11.0% | +0.4% | +10.5% | +10.9% |
| 3M | +22.4% | +8.1% | +14.3% | +21.6% |
| 6M | +25.4% | +16.7% | +8.7% | +23.7% |
| YTD | +39.5% | +70.0% | -30.5% | +33.9% |
| 1Y | +78.0% | +85.4% | -7.5% | +69.7% |
| 3Y | +45.5% | +265.9% | -220.4% | +31.6% |
| 5Y | +130.3% | +1,072.7% | -942.5% | +90.7% |
| All | +130.3% | +1,109.5% | -979.2% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling