+105.4%
MRK vs U
-68.6%
+173.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | +2.3% | +24.4% | -22.0% | +2.5% |
| 30D | +1.7% | +7.4% | -5.7% | +1.8% |
| 3M | +13.8% | +16.8% | -3.0% | +13.9% |
| 6M | +34.7% | +78.8% | -44.1% | +35.2% |
| YTD | +43.6% | +14.0% | +29.6% | +44.6% |
| 1Y | +75.7% | +16.7% | +59.0% | +76.9% |
| 3Y | +60.0% | +86.4% | -26.4% | +59.2% |
| 5Y | +105.4% | -71.5% | +176.8% | +113.1% |
| All | +105.4% | -68.6% | +173.9% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling