+45.4%
MRK vs AUR
+84.2%
-38.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -4.3% | +1.4% | -5.7% | -4.3% |
| 30D | +8.3% | -6.4% | +14.7% | +8.3% |
| 3M | +20.0% | +7.7% | +12.3% | +19.8% |
| 6M | +25.7% | +44.5% | -18.8% | +24.5% |
| YTD | +38.7% | +67.4% | -28.7% | +37.0% |
| 1Y | +74.7% | +15.4% | +59.2% | +73.4% |
| 3Y | +45.4% | +94.8% | -49.5% | +39.0% |
| All | +45.4% | +84.2% | -38.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling