+104.1%
MRK vs IP
-13.0%
+117.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.7% |
| 30D | +1.2% | +9.2% | -8.0% | 0.0% |
| 3M | +13.5% | -16.1% | +29.7% | +16.2% |
| 6M | +34.0% | +9.6% | +24.4% | +32.0% |
| YTD | +42.7% | -8.8% | +51.5% | +43.4% |
| 1Y | +66.6% | -5.5% | +72.1% | +66.6% |
| 3Y | +59.1% | +19.6% | +39.5% | +57.4% |
| 5Y | +104.1% | -13.5% | +117.6% | +110.9% |
| All | +104.1% | -13.0% | +117.1% | +110.9% |
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 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