+110.7%
MRK vs U
-41.4%
+152.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.5% |
| 7D | -4.3% | +5.5% | -9.8% | -4.2% |
| 30D | +8.3% | -1.3% | +9.6% | +8.3% |
| 3M | +20.0% | +64.6% | -44.5% | +20.3% |
| 6M | +25.7% | +119.4% | -93.7% | +25.9% |
| YTD | +38.7% | -0.5% | +39.2% | +39.4% |
| 1Y | +74.7% | +1.3% | +73.4% | +75.4% |
| 3Y | +45.4% | +15.6% | +29.7% | +44.4% |
| 5Y | +129.0% | -67.5% | +196.5% | +130.4% |
| All | +110.7% | -41.4% | +152.1% | +108.4% |
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