+3,665.8%
MRK vs IFF
+830.6%
+2,835.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.0% | -2.8% | -2.2% | -4.2% |
| 30D | +11.0% | -1.1% | +12.1% | +11.4% |
| 3M | +22.4% | +13.8% | +8.6% | +17.5% |
| 6M | +25.4% | +16.7% | +8.7% | +18.5% |
| YTD | +39.5% | +26.1% | +13.4% | +28.6% |
| 1Y | +78.0% | +33.5% | +44.5% | +61.2% |
| 3Y | +45.5% | +31.6% | +13.9% | +29.9% |
| 5Y | +130.3% | -34.9% | +165.1% | +143.4% |
| 10Y | +229.8% | -20.3% | +250.1% | +207.8% |
| All | +3,665.8% | +830.6% | +2,835.2% | +1,155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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