+229.4%
MRK vs IR
+288.5%
-59.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +1.3% | -2.8% | +4.2% | +1.8% |
| 30D | +17.1% | -15.1% | +32.3% | +20.3% |
| 3M | +25.9% | +6.1% | +19.8% | +24.4% |
| 6M | +26.8% | -16.8% | +43.6% | +30.1% |
| YTD | +44.9% | -3.5% | +48.4% | +45.0% |
| 1Y | +84.8% | -3.5% | +88.3% | +84.9% |
| 3Y | +50.1% | +9.5% | +40.6% | +45.0% |
| 5Y | +127.4% | +45.1% | +82.3% | +107.1% |
| All | +229.4% | +288.5% | -59.1% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling