+84.6%
MRK vs IRE
-97.6%
+182.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -23.2% | +27.2% | +3.6% |
| 7D | +6.7% | -46.8% | +53.5% | +6.0% |
| 30D | +7.8% | -75.5% | +83.3% | +6.4% |
| 3M | +18.2% | -79.4% | +97.6% | +16.8% |
| 6M | +34.7% | -91.3% | +126.0% | +33.0% |
| YTD | +45.8% | -90.8% | +136.6% | +43.2% |
| 1Y | +84.6% | -97.7% | +182.3% | +83.1% |
| All | +84.6% | -97.6% | +182.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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