+116.4%
MRK vs U
-33.1%
+149.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.1% |
| 7D | 0.0% | +2.8% | -2.8% | 0.0% |
| 30D | +3.5% | +7.6% | -4.1% | +3.6% |
| 3M | +11.2% | +12.7% | -1.5% | +11.3% |
| 6M | +32.5% | +87.0% | -54.5% | +32.9% |
| YTD | +42.5% | +13.6% | +28.9% | +43.4% |
| 1Y | +65.4% | +25.3% | +40.1% | +66.3% |
| 3Y | +58.8% | +85.8% | -27.0% | +58.1% |
| 5Y | +103.9% | -74.5% | +178.3% | +105.1% |
| All | +116.4% | -33.1% | +149.5% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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