+3,740.9%
MRK vs IP
+331.0%
+3,409.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | -1.9% | -5.1% | +3.2% | -0.8% |
| 30D | +2.8% | +8.5% | -5.8% | +0.9% |
| 3M | +15.0% | -13.8% | +28.8% | +18.5% |
| 6M | +30.9% | +5.7% | +25.2% | +28.4% |
| YTD | +42.3% | -9.1% | +51.4% | +43.1% |
| 1Y | +76.1% | -0.8% | +76.9% | +73.8% |
| 3Y | +54.1% | +14.8% | +39.3% | +43.6% |
| 5Y | +109.5% | -11.5% | +121.0% | +103.2% |
| 10Y | +254.8% | +27.9% | +226.9% | +204.1% |
| All | +3,740.9% | +331.0% | +3,409.9% | +1,790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling