+224.4%
MRK vs UPS
+37.9%
+186.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | +8.3% | -2.0% | +10.2% | +8.7% |
| 3M | +20.0% | -6.2% | +26.3% | +21.4% |
| 6M | +25.7% | +2.8% | +22.9% | +24.3% |
| YTD | +38.7% | +5.9% | +32.8% | +36.4% |
| 1Y | +74.7% | +26.2% | +48.4% | +65.4% |
| 3Y | +45.4% | -26.0% | +71.4% | +50.3% |
| 5Y | +129.0% | -34.3% | +163.3% | +137.8% |
| All | +224.4% | +37.9% | +186.5% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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