+224.4%
MRK vs ICE
+220.6%
+3.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | -4.3% | -2.4% | -1.9% | -3.5% |
| 30D | +8.3% | +4.0% | +4.3% | +6.9% |
| 3M | +20.0% | +13.7% | +6.4% | +14.7% |
| 6M | +25.7% | +0.9% | +24.7% | +24.7% |
| YTD | +38.7% | -2.1% | +40.9% | +38.3% |
| 1Y | +74.7% | -9.5% | +84.2% | +78.8% |
| 3Y | +45.4% | +42.1% | +3.3% | +24.9% |
| 5Y | +129.0% | +41.4% | +87.7% | +93.2% |
| All | +224.4% | +220.6% | +3.8% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling