+323.8%
IVV vs MRK
+237.3%
+86.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -1.0% | +15.5% | -16.4% | -5.5% |
| 3M | +3.9% | +25.1% | -21.3% | -3.7% |
| 6M | +14.5% | +30.1% | -15.6% | +4.6% |
| YTD | +12.9% | +43.1% | -30.2% | -0.4% |
| 1Y | +19.4% | +82.5% | -63.1% | -3.5% |
| 3Y | +78.8% | +49.3% | +29.5% | +51.1% |
| 5Y | +82.2% | +130.3% | -48.1% | +22.9% |
| All | +323.8% | +237.3% | +86.5% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 10y: compounded portfolio wealth divided by compounded MRK 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…
10y analysis · Full analysis span regression · 6 months rolling