+130.3%
MRK vs UAL
+131.8%
-1.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | -0.9% | +3.5% | -4.4% | -1.1% |
| 30D | +15.5% | -16.5% | +31.9% | +16.4% |
| 3M | +25.1% | +2.8% | +22.3% | +24.7% |
| 6M | +30.1% | +17.6% | +12.5% | +28.7% |
| YTD | +43.1% | -3.2% | +46.3% | +42.5% |
| 1Y | +82.5% | +0.4% | +82.0% | +81.3% |
| 3Y | +49.3% | +128.2% | -78.8% | +41.2% |
| 5Y | +130.3% | +137.7% | -7.5% | +110.6% |
| All | +130.3% | +131.8% | -1.5% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling