+74.7%
MRK vs UPS
+29.6%
+45.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +23.6% |
| YTD | +38.7% | +5.9% | +32.8% | +36.2% |
| 1Y | +74.7% | +26.2% | +48.4% | +66.7% |
| All | +74.7% | +29.6% | +45.0% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling