+433.7%
MRK vs FTI
+2,117.5%
-1,683.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +15.5% | +12.3% | +3.1% | +13.4% |
| 3M | +25.1% | +13.8% | +11.3% | +22.4% |
| 6M | +30.1% | +24.3% | +5.8% | +25.3% |
| YTD | +43.1% | +75.8% | -32.7% | +30.7% |
| 1Y | +82.5% | +99.6% | -17.2% | +63.1% |
| 3Y | +49.3% | +278.4% | -229.1% | +18.6% |
| 5Y | +130.3% | +1,168.7% | -1,038.4% | +44.8% |
| 10Y | +234.3% | +297.5% | -63.2% | +130.1% |
| All | +433.7% | +2,117.5% | -1,683.8% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling