+224.4%
MRK vs URA
+346.2%
-121.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.3% |
| 7D | -4.3% | -5.5% | +1.2% | -3.8% |
| 30D | +8.3% | -3.7% | +12.0% | +8.6% |
| 3M | +20.0% | -2.9% | +22.9% | +20.1% |
| 6M | +25.7% | -15.2% | +40.9% | +26.7% |
| YTD | +38.7% | +1.9% | +36.9% | +37.2% |
| 1Y | +74.7% | +6.9% | +67.7% | +71.0% |
| 3Y | +45.4% | +99.6% | -54.2% | +30.6% |
| 5Y | +129.0% | +101.2% | +27.9% | +100.3% |
| All | +224.4% | +346.2% | -121.8% | +118.2% |
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