+130.3%
MRK vs U
-68.9%
+199.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +11.0% | -4.1% | +15.1% | +10.9% |
| 3M | +22.4% | +57.8% | -35.4% | +22.6% |
| 6M | +25.4% | +103.5% | -78.1% | +25.7% |
| YTD | +39.5% | -4.8% | +44.2% | +40.3% |
| 1Y | +78.0% | -2.4% | +80.4% | +78.8% |
| 3Y | +45.5% | +11.7% | +33.9% | +44.4% |
| 5Y | +130.3% | -68.9% | +199.1% | +141.7% |
| All | +130.3% | -68.9% | +199.2% | +141.7% |
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