+84.8%
MRK vs ICE
-7.2%
+92.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +17.1% | +7.6% | +9.5% | +16.4% |
| 3M | +25.9% | +13.9% | +12.0% | +24.7% |
| 6M | +26.8% | -2.4% | +29.2% | +27.2% |
| YTD | +44.9% | +0.3% | +44.6% | +43.3% |
| 1Y | +84.8% | -6.4% | +91.3% | +70.2% |
| All | +84.8% | -7.2% | +92.0% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling