+120.1%
MRK vs U
-44.5%
+164.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +1.3% | -3.8% | +5.1% | +1.3% |
| 30D | +17.1% | +17.5% | -0.3% | +17.2% |
| 3M | +25.9% | +38.7% | -12.8% | +26.1% |
| 6M | +26.8% | +104.4% | -77.6% | +27.1% |
| YTD | +44.9% | -5.7% | +50.6% | +45.6% |
| 1Y | +84.8% | +3.7% | +81.2% | +85.4% |
| 3Y | +50.1% | +12.3% | +37.8% | +49.1% |
| 5Y | +127.4% | -68.8% | +196.2% | +128.7% |
| All | +120.1% | -44.5% | +164.5% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling