+49.3%
MRK vs IR
+8.4%
+41.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | +15.5% | -13.6% | +29.1% | +18.4% |
| 3M | +25.1% | +3.7% | +21.4% | +24.0% |
| 6M | +30.1% | -13.1% | +43.1% | +32.8% |
| YTD | +43.1% | -5.1% | +48.2% | +43.8% |
| 1Y | +82.5% | -6.5% | +88.9% | +83.5% |
| 3Y | +49.3% | +8.5% | +40.8% | +43.7% |
| All | +49.3% | +8.4% | +41.0% | +43.7% |
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