+105.7%
MRK vs IP
-13.5%
+119.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +0.3% | +7.9% | -7.7% | -0.8% |
| 3M | +9.7% | -15.3% | +25.0% | +12.1% |
| 6M | +32.0% | +10.5% | +21.4% | +29.8% |
| YTD | +43.3% | -9.4% | +52.7% | +44.1% |
| 1Y | +63.7% | -4.6% | +68.3% | +63.6% |
| 3Y | +58.0% | +21.2% | +36.8% | +56.2% |
| All | +105.7% | -13.5% | +119.3% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling