+129.9%
MRK vs INDA
+5.7%
+124.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.3% | -2.7% | -1.6% | -3.5% |
| 30D | +8.3% | -2.8% | +11.0% | +9.2% |
| 3M | +20.0% | +1.6% | +18.4% | +19.4% |
| 6M | +25.7% | -1.4% | +27.1% | +26.0% |
| YTD | +38.7% | -10.1% | +48.9% | +42.5% |
| 1Y | +74.7% | -8.8% | +83.5% | +78.6% |
| 3Y | +45.4% | +7.6% | +37.7% | +42.1% |
| All | +129.9% | +5.7% | +124.2% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling