+215.4%
MRK vs IR
+271.1%
-55.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -4.5% | +0.2% | -3.5% |
| 30D | +8.3% | -13.9% | +22.2% | +10.9% |
| 3M | +20.0% | -0.3% | +20.4% | +19.9% |
| 6M | +25.7% | -14.3% | +40.0% | +28.3% |
| YTD | +38.7% | -7.9% | +46.6% | +39.9% |
| 1Y | +74.7% | -9.9% | +84.6% | +76.6% |
| 3Y | +45.4% | +6.5% | +38.8% | +41.0% |
| 5Y | +129.0% | +34.0% | +95.0% | +111.4% |
| All | +215.4% | +271.1% | -55.7% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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