+66.6%
MRK vs IP
-4.7%
+71.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -2.1% | -2.8% | +0.7% | -1.5% |
| 30D | +1.2% | +9.2% | -8.0% | -0.7% |
| 3M | +13.5% | -16.1% | +29.7% | +17.9% |
| 6M | +34.0% | +9.6% | +24.4% | +30.5% |
| YTD | +42.7% | -8.8% | +51.5% | +42.7% |
| 1Y | +66.6% | -5.5% | +72.1% | +63.2% |
| All | +66.6% | -4.7% | +71.3% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling