+1,154.6%
MRK vs IRM
+9,964.6%
-8,810.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +17.1% | -8.1% | +25.2% | +18.7% |
| 3M | +25.9% | -9.7% | +35.6% | +27.8% |
| 6M | +26.8% | +10.0% | +16.8% | +23.8% |
| YTD | +44.9% | +43.0% | +1.9% | +34.5% |
| 1Y | +84.8% | +32.7% | +52.2% | +73.4% |
| 3Y | +50.1% | +102.7% | -52.6% | +28.2% |
| 5Y | +127.4% | +187.6% | -60.1% | +78.8% |
| 10Y | +240.0% | +420.1% | -180.1% | +129.7% |
| All | +1,154.6% | +9,964.6% | -8,810.0% | +425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling