+84.8%
MRK vs IRM
+34.4%
+50.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +17.1% | -8.1% | +25.2% | +17.2% |
| 3M | +25.9% | -9.7% | +35.6% | +26.2% |
| 6M | +26.8% | +10.0% | +16.8% | +25.6% |
| YTD | +44.9% | +43.0% | +1.9% | +41.0% |
| 1Y | +84.8% | +32.7% | +52.2% | +77.4% |
| All | +84.8% | +34.4% | +50.4% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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