+230.8%
MRK vs IP
+20.8%
+209.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +0.3% | +7.9% | -7.7% | -1.3% |
| 3M | +9.7% | -15.3% | +25.0% | +13.2% |
| 6M | +32.0% | +10.5% | +21.4% | +28.5% |
| YTD | +43.3% | -9.4% | +52.7% | +44.2% |
| 1Y | +63.7% | -4.6% | +68.3% | +63.1% |
| 3Y | +58.0% | +21.2% | +36.8% | +45.9% |
| 5Y | +105.0% | -13.3% | +118.3% | +101.7% |
| All | +230.8% | +20.8% | +209.9% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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