+224.4%
MRK vs UMC
+1,863.6%
-1,639.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -4.3% | +9.0% | -13.3% | -4.6% |
| 30D | +8.3% | +17.2% | -9.0% | +7.6% |
| 3M | +20.0% | +11.4% | +8.6% | +18.9% |
| 6M | +25.7% | +137.5% | -111.8% | +19.1% |
| YTD | +38.7% | +193.1% | -154.4% | +29.7% |
| 1Y | +74.7% | +240.3% | -165.6% | +61.7% |
| 3Y | +45.4% | +262.2% | -216.8% | +33.1% |
| 5Y | +129.0% | +143.1% | -14.1% | +113.5% |
| All | +224.4% | +1,863.6% | -1,639.2% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling