+60.0%
MRK vs U
+124.7%
-64.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | +2.3% | +24.4% | -22.0% | +2.6% |
| 30D | +1.7% | +7.4% | -5.7% | +1.9% |
| 3M | +13.8% | +16.8% | -3.0% | +14.0% |
| 6M | +34.7% | +78.8% | -44.1% | +35.3% |
| YTD | +43.6% | +14.0% | +29.6% | +45.9% |
| 1Y | +75.7% | +16.7% | +59.0% | +78.2% |
| 3Y | +60.0% | +86.4% | -26.4% | +54.1% |
| All | +60.0% | +124.7% | -64.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling