+74.7%
MRK vs ICE
-7.7%
+82.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | +8.3% | +4.0% | +4.3% | +7.9% |
| 3M | +20.0% | +13.7% | +6.4% | +19.0% |
| 6M | +25.7% | +0.9% | +24.7% | +25.7% |
| YTD | +38.7% | -2.1% | +40.9% | +37.5% |
| 1Y | +74.7% | -9.5% | +84.2% | +57.6% |
| All | +74.7% | -7.7% | +82.4% | +57.6% |
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