+479.9%
MRK vs UMC
+292.9%
+187.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.1% |
| 7D | -2.7% | +13.6% | -16.3% | -4.2% |
| 30D | +12.7% | +20.8% | -8.1% | +10.2% |
| 3M | +24.2% | +16.1% | +8.1% | +20.6% |
| 6M | +27.8% | +137.3% | -109.5% | +13.0% |
| YTD | +42.2% | +193.8% | -151.5% | +21.8% |
| 1Y | +80.2% | +236.1% | -155.9% | +51.4% |
| 3Y | +48.4% | +267.1% | -218.7% | +21.7% |
| 5Y | +133.6% | +145.3% | -11.7% | +97.5% |
| 10Y | +236.2% | +1,857.3% | -1,621.1% | +100.6% |
| All | +479.9% | +292.9% | +187.1% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling