+224.4%
MRK vs FXI
+17.1%
+207.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | -3.9% | -0.4% | -3.7% |
| 30D | +8.3% | -2.1% | +10.4% | +8.6% |
| 3M | +20.0% | -0.5% | +20.5% | +20.1% |
| 6M | +25.7% | -4.5% | +30.2% | +26.3% |
| YTD | +38.7% | -9.2% | +48.0% | +40.4% |
| 1Y | +74.7% | -13.8% | +88.5% | +77.9% |
| 3Y | +45.4% | +36.6% | +8.8% | +37.2% |
| 5Y | +129.0% | -6.7% | +135.7% | +134.2% |
| All | +224.4% | +17.1% | +207.4% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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