+46.1%
MRK vs IT
-51.9%
+98.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -1.9% |
| 7D | -5.0% | -12.7% | +7.7% | -4.7% |
| 30D | +11.0% | -8.9% | +19.8% | +11.1% |
| 3M | +22.4% | +10.1% | +12.2% | +21.9% |
| 6M | +25.4% | +7.3% | +18.1% | +24.9% |
| YTD | +39.5% | -32.4% | +71.9% | +41.5% |
| 1Y | +78.0% | -26.6% | +104.6% | +79.1% |
| All | +46.1% | -51.9% | +98.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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