+225.7%
MRK vs IR
+332.9%
-107.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | +0.3% | +9.2% | -8.9% | -1.2% |
| 3M | +9.7% | +0.9% | +8.7% | +9.3% |
| 6M | +32.0% | +19.2% | +12.7% | +27.8% |
| YTD | +43.3% | +7.5% | +35.8% | +40.7% |
| 1Y | +63.7% | +11.7% | +51.9% | +59.7% |
| 3Y | +58.0% | +23.9% | +34.1% | +49.5% |
| 5Y | +105.0% | +46.4% | +58.6% | +86.5% |
| All | +225.7% | +332.9% | -107.2% | +145.6% |
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