+105.7%
MRK vs FXI
-9.2%
+114.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.7% | -4.2% | +4.9% | +0.8% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | +9.7% | -4.0% | +13.6% | +9.8% |
| 6M | +32.0% | -11.8% | +43.8% | +32.5% |
| YTD | +43.3% | -11.9% | +55.2% | +43.8% |
| 1Y | +63.7% | -16.1% | +79.8% | +64.5% |
| 3Y | +58.0% | +38.8% | +19.2% | +58.2% |
| All | +105.7% | -9.2% | +114.9% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling