+856.6%
MRK vs UAL
+242.1%
+614.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +17.1% | -16.1% | +33.2% | +18.7% |
| 3M | +25.9% | +6.1% | +19.8% | +25.0% |
| 6M | +26.8% | +10.8% | +16.0% | +25.2% |
| YTD | +44.9% | -0.4% | +45.3% | +44.0% |
| 1Y | +84.8% | +5.0% | +79.8% | +82.5% |
| 3Y | +50.1% | +124.0% | -73.9% | +36.7% |
| 5Y | +127.4% | +141.0% | -13.6% | +101.9% |
| 10Y | +240.0% | +118.0% | +122.0% | +187.9% |
| All | +856.6% | +242.1% | +614.6% | +591.1% |
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