+49.0%
MRK vs U
+11.2%
+37.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -2.7% | +4.4% | -7.1% | -2.7% |
| 30D | +12.7% | -1.3% | +14.0% | +12.7% |
| 3M | +24.2% | +49.6% | -25.3% | +24.5% |
| 6M | +27.8% | +100.2% | -72.4% | +28.0% |
| YTD | +42.2% | -3.7% | +45.9% | +44.0% |
| 1Y | +80.2% | -6.5% | +86.7% | +82.3% |
| All | +49.0% | +11.2% | +37.8% | +43.2% |
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