+3,763.3%
MRK vs UL
+2,632.7%
+1,130.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | +15.5% | +0.9% | +14.5% | +15.1% |
| 3M | +25.1% | +14.2% | +10.9% | +19.0% |
| 6M | +30.1% | -3.2% | +33.3% | +31.0% |
| YTD | +43.1% | -0.3% | +43.4% | +42.5% |
| 1Y | +82.5% | -8.8% | +91.2% | +87.1% |
| 3Y | +49.3% | +23.9% | +25.5% | +36.4% |
| 5Y | +130.3% | +21.4% | +108.9% | +107.8% |
| 10Y | +234.3% | +66.7% | +167.7% | +161.5% |
| All | +3,763.3% | +2,632.7% | +1,130.7% | +962.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling