+130.3%
MRK vs FXI
-8.2%
+138.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.9% |
| 30D | +11.0% | -3.7% | +14.6% | +11.1% |
| 3M | +22.4% | -0.4% | +22.8% | +22.4% |
| 6M | +25.4% | -5.4% | +30.8% | +25.7% |
| YTD | +39.5% | -9.6% | +49.1% | +39.9% |
| 1Y | +78.0% | -11.9% | +89.9% | +78.6% |
| 3Y | +45.5% | +37.8% | +7.7% | +45.5% |
| 5Y | +130.3% | -7.0% | +137.3% | +135.9% |
| All | +130.3% | -8.2% | +138.4% | +135.9% |
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