+105.7%
MRK vs FTV
+17.3%
+88.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | +3.9% | -3.2% | 0.0% |
| 30D | +0.3% | +18.7% | -18.4% | -2.7% |
| 3M | +9.7% | +10.0% | -0.4% | +7.7% |
| 6M | +32.0% | +14.6% | +17.4% | +28.5% |
| YTD | +43.3% | +23.4% | +19.8% | +37.0% |
| 1Y | +63.7% | +31.3% | +32.4% | +54.6% |
| 3Y | +58.0% | +39.8% | +18.2% | +46.6% |
| All | +105.7% | +17.3% | +88.4% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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