+49.0%
MRK vs FXI
+36.5%
+12.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.7% | -2.8% | +0.1% | -2.5% |
| 30D | +12.7% | -5.3% | +18.0% | +13.1% |
| 3M | +24.2% | +0.3% | +23.9% | +24.3% |
| 6M | +27.8% | -4.6% | +32.4% | +28.3% |
| YTD | +42.2% | -9.1% | +51.3% | +43.1% |
| 1Y | +80.2% | -12.0% | +92.2% | +81.7% |
| All | +49.0% | +36.5% | +12.5% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling