+129.9%
MRK vs IRM
+197.3%
-67.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.7% |
| 7D | -4.3% | -1.4% | -2.8% | -4.1% |
| 30D | +8.3% | -7.4% | +15.7% | +8.9% |
| 3M | +20.0% | -7.4% | +27.4% | +20.7% |
| 6M | +25.7% | +8.7% | +17.0% | +24.0% |
| YTD | +38.7% | +40.9% | -2.2% | +32.8% |
| 1Y | +74.7% | +20.5% | +54.2% | +69.8% |
| 3Y | +45.4% | +101.7% | -56.3% | +32.4% |
| All | +129.9% | +197.3% | -67.5% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling