+987.0%
MRK vs ICE
+2,279.0%
-1,292.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | +15.5% | +5.0% | +10.5% | +14.2% |
| 3M | +25.1% | +13.9% | +11.2% | +21.3% |
| 6M | +30.1% | -4.4% | +34.5% | +30.9% |
| YTD | +43.1% | -1.9% | +45.0% | +42.8% |
| 1Y | +82.5% | -8.1% | +90.6% | +84.6% |
| 3Y | +49.3% | +42.5% | +6.8% | +36.3% |
| 5Y | +130.3% | +40.6% | +89.6% | +108.6% |
| 10Y | +234.3% | +217.1% | +17.2% | +152.9% |
| All | +987.0% | +2,279.0% | -1,292.0% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling