+63.7%
MRK vs U
+33.7%
+30.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.7% | +1.0% |
| 7D | +0.7% | +2.6% | -1.9% | +0.9% |
| 30D | +0.3% | +27.6% | -27.3% | +2.8% |
| 3M | +9.7% | +15.3% | -5.7% | +11.6% |
| 6M | +32.0% | +96.4% | -64.4% | +41.1% |
| YTD | +43.3% | +19.6% | +23.7% | +53.3% |
| 1Y | +63.7% | +42.1% | +21.6% | +74.8% |
| All | +63.7% | +33.7% | +30.0% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling