+253.4%
MRK vs FTV
+83.2%
+170.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.3% | -4.0% | -0.3% | -3.3% |
| 30D | +8.3% | -11.0% | +19.3% | +11.4% |
| 3M | +20.0% | -8.4% | +28.4% | +22.4% |
| 6M | +25.7% | -2.6% | +28.2% | +25.9% |
| YTD | +38.7% | -0.6% | +39.4% | +37.7% |
| 1Y | +74.7% | +11.0% | +63.7% | +68.4% |
| 3Y | +45.4% | -6.3% | +51.7% | +44.3% |
| 5Y | +129.0% | -1.5% | +130.6% | +121.5% |
| 10Y | +228.0% | +78.8% | +149.2% | +168.9% |
| All | +253.4% | +83.2% | +170.2% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling