+1,036.7%
MRK vs FXI
+221.5%
+815.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | +1.3% | +1.0% | +0.3% | +1.0% |
| 30D | +17.1% | -0.6% | +17.7% | +17.3% |
| 3M | +25.9% | +1.9% | +24.0% | +25.1% |
| 6M | +26.8% | -0.2% | +27.0% | +26.5% |
| YTD | +44.9% | -5.6% | +50.5% | +46.6% |
| 1Y | +84.8% | -4.7% | +89.5% | +86.2% |
| 3Y | +50.1% | +38.0% | +12.1% | +33.1% |
| 5Y | +127.4% | -2.7% | +130.1% | +114.4% |
| 10Y | +240.0% | +19.9% | +220.0% | +190.0% |
| All | +1,036.7% | +221.5% | +815.2% | +517.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling