+642.8%
MRK vs ITOT
+879.4%
-236.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -5.0% | -2.0% | -3.0% | -3.7% |
| 30D | +11.0% | -2.0% | +12.9% | +12.4% |
| 3M | +22.4% | +4.5% | +17.8% | +18.6% |
| 6M | +25.4% | +12.6% | +12.8% | +15.6% |
| YTD | +39.5% | +12.0% | +27.5% | +28.8% |
| 1Y | +78.0% | +17.3% | +60.7% | +59.4% |
| 3Y | +45.5% | +75.2% | -29.7% | -2.3% |
| 5Y | +130.3% | +74.0% | +56.3% | +50.7% |
| 10Y | +229.8% | +298.6% | -68.8% | +11.6% |
| All | +642.8% | +879.4% | -236.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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