+847.7%
MRK vs UAL
+270.3%
+577.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | +12.5% | -10.1% | +1.4% |
| 30D | +1.7% | +12.2% | -10.5% | +0.7% |
| 3M | +13.8% | -2.6% | +16.3% | +13.8% |
| 6M | +34.7% | +21.1% | +13.6% | +32.1% |
| YTD | +43.6% | +7.8% | +35.7% | +41.6% |
| 1Y | +75.7% | +25.4% | +50.3% | +71.1% |
| 3Y | +60.0% | +217.3% | -157.3% | +41.6% |
| 5Y | +105.4% | +132.9% | -27.5% | +83.0% |
| 10Y | +224.1% | +101.1% | +123.0% | +176.3% |
| All | +847.7% | +270.3% | +577.4% | +579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling