+72.3%
MRK vs IRE
-84.0%
+156.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.7% |
| 7D | -2.7% | +29.0% | -31.8% | -2.4% |
| 30D | +12.7% | +24.2% | -11.5% | +13.2% |
| 3M | +24.2% | -53.2% | +77.4% | +24.3% |
| 6M | +27.8% | -36.0% | +63.9% | +28.7% |
| YTD | +42.2% | -51.0% | +93.2% | +42.7% |
| All | +72.3% | -84.0% | +156.3% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling