+70.2%
IWM vs MRK
+59.3%
+10.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +0.6% | +3.5% | -2.9% | +0.1% |
| 3M | -7.8% | +11.2% | -19.0% | -9.4% |
| 6M | -1.0% | +32.5% | -33.5% | -5.6% |
| YTD | +13.9% | +42.5% | -28.6% | +7.1% |
| 1Y | +15.4% | +65.4% | -50.0% | +6.0% |
| All | +70.2% | +59.3% | +10.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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