+422.9%
MRK vs UPS
+237.3%
+185.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.7% |
| 7D | -0.9% | -2.1% | +1.2% | -0.3% |
| 30D | +15.5% | -2.3% | +17.8% | +16.3% |
| 3M | +25.1% | -5.2% | +30.3% | +26.7% |
| 6M | +30.1% | +1.4% | +28.7% | +28.6% |
| YTD | +43.1% | +6.1% | +37.0% | +39.5% |
| 1Y | +82.5% | +27.0% | +55.5% | +68.4% |
| 3Y | +49.3% | -25.9% | +75.2% | +57.2% |
| 5Y | +130.3% | -34.6% | +164.8% | +144.7% |
| 10Y | +234.3% | +36.2% | +198.2% | +160.5% |
| All | +422.9% | +237.3% | +185.6% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling