+26.8%
MRK vs UMAC
+508.0%
-481.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.6% |
| 7D | -2.7% | +3.3% | -6.0% | -2.7% |
| 30D | +12.7% | -10.4% | +23.1% | +12.7% |
| 3M | +24.2% | +1.8% | +22.5% | +24.0% |
| 6M | +27.8% | +40.7% | -12.9% | +26.9% |
| YTD | +42.2% | +90.9% | -48.7% | +40.6% |
| 1Y | +80.2% | +151.8% | -71.6% | +77.3% |
| All | +26.8% | +508.0% | -481.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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