+130.3%
MRK vs UL
+18.7%
+111.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -5.0% | -4.1% | -0.9% | -4.0% |
| 30D | +11.0% | -1.2% | +12.1% | +11.3% |
| 3M | +22.4% | +6.0% | +16.4% | +20.5% |
| 6M | +25.4% | -5.5% | +30.9% | +26.8% |
| YTD | +39.5% | -3.3% | +42.8% | +40.4% |
| 1Y | +78.0% | -9.8% | +87.8% | +82.0% |
| 3Y | +45.5% | +20.1% | +25.4% | +40.3% |
| 5Y | +130.3% | +19.2% | +111.1% | +124.3% |
| All | +130.3% | +18.7% | +111.6% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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