+224.4%
MRK vs IT
+103.1%
+121.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.2% |
| 7D | -4.3% | -3.7% | -0.6% | -3.9% |
| 30D | +8.3% | +0.1% | +8.2% | +8.2% |
| 3M | +20.0% | +20.7% | -0.6% | +16.5% |
| 6M | +25.7% | +12.0% | +13.7% | +22.5% |
| YTD | +38.7% | -28.8% | +67.6% | +43.5% |
| 1Y | +74.7% | -25.5% | +100.2% | +78.8% |
| 3Y | +45.4% | -48.8% | +94.1% | +54.2% |
| 5Y | +129.0% | -42.7% | +171.8% | +133.4% |
| All | +224.4% | +103.1% | +121.3% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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