+57.4%
MRK vs IR
+25.2%
+32.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +1.2% | +7.6% | -6.4% | -0.2% |
| 3M | +13.5% | +0.1% | +13.4% | +13.3% |
| 6M | +34.0% | +14.0% | +20.0% | +30.4% |
| YTD | +42.7% | +7.5% | +35.2% | +40.1% |
| 1Y | +66.6% | +10.1% | +56.4% | +62.8% |
| All | +57.4% | +25.2% | +32.2% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling