+229.0%
MRK vs URA
+272.2%
-43.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.1% |
| 7D | 0.0% | +4.5% | -4.4% | -0.4% |
| 30D | +3.5% | -13.4% | +16.9% | +4.5% |
| 3M | +11.2% | -28.4% | +39.6% | +13.9% |
| 6M | +32.5% | -40.5% | +73.0% | +37.4% |
| YTD | +42.5% | -24.3% | +66.8% | +44.0% |
| 1Y | +65.4% | -28.8% | +94.2% | +67.8% |
| 3Y | +58.8% | +37.6% | +21.2% | +47.4% |
| 5Y | +103.9% | +30.7% | +73.2% | +87.9% |
| All | +229.0% | +272.2% | -43.3% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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