+32.0%
MRK vs U
+96.9%
-65.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.7% | +1.2% |
| 7D | +0.7% | +2.6% | -1.9% | +1.0% |
| 30D | +0.3% | +27.6% | -27.3% | +3.9% |
| 3M | +9.7% | +15.3% | -5.7% | +12.4% |
| 6M | +32.0% | +96.4% | -64.4% | +47.2% |
| All | +32.0% | +96.9% | -65.0% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling