+224.4%
MRK vs IRM
+440.8%
-216.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.8% |
| 7D | -4.3% | -1.4% | -2.8% | -4.1% |
| 30D | +8.3% | -7.4% | +15.7% | +9.3% |
| 3M | +20.0% | -7.4% | +27.4% | +21.1% |
| 6M | +25.7% | +8.7% | +17.0% | +23.3% |
| YTD | +38.7% | +40.9% | -2.2% | +30.5% |
| 1Y | +74.7% | +20.5% | +54.2% | +68.0% |
| 3Y | +45.4% | +101.7% | -56.3% | +26.4% |
| 5Y | +129.0% | +197.7% | -68.6% | +83.3% |
| All | +224.4% | +440.8% | -216.4% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling