+46.1%
MRK vs UPS
-26.6%
+72.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -5.0% | -3.4% | -1.6% | -4.4% |
| 30D | +11.0% | -2.7% | +13.7% | +11.6% |
| 3M | +22.4% | -1.6% | +24.0% | +22.6% |
| 6M | +25.4% | +2.3% | +23.1% | +24.1% |
| YTD | +39.5% | +5.6% | +33.9% | +37.3% |
| 1Y | +78.0% | +27.1% | +50.9% | +69.1% |
| All | +46.1% | -26.6% | +72.7% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling