+84.6%
MRK vs IR
+11.7%
+72.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.0% |
| 7D | +6.7% | +11.6% | -4.9% | +4.1% |
| 30D | +7.8% | +7.2% | +0.6% | +6.0% |
| 3M | +18.2% | -5.9% | +24.0% | +19.7% |
| 6M | +34.7% | +11.5% | +23.2% | +30.8% |
| YTD | +45.8% | +6.3% | +39.5% | +40.8% |
| 1Y | +84.6% | +9.1% | +75.5% | +76.2% |
| All | +84.6% | +11.7% | +72.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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