+236.2%
MRK vs UAL
+98.4%
+137.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | +12.7% | -13.4% | +26.1% | +13.8% |
| 3M | +24.2% | -2.3% | +26.5% | +24.2% |
| 6M | +27.8% | +13.3% | +14.5% | +26.2% |
| YTD | +42.2% | -4.2% | +46.4% | +41.7% |
| 1Y | +80.2% | +1.4% | +78.8% | +78.6% |
| 3Y | +48.4% | +125.8% | -77.4% | +36.4% |
| 5Y | +133.6% | +130.0% | +3.6% | +110.7% |
| 10Y | +236.2% | +104.2% | +132.0% | +180.6% |
| All | +236.2% | +98.4% | +137.8% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling