+133.6%
MRK vs URA
+132.7%
+0.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -2.7% | +5.7% | -8.4% | -2.8% |
| 30D | +12.7% | +5.6% | +7.1% | +12.6% |
| 3M | +24.2% | +6.2% | +18.0% | +24.1% |
| 6M | +27.8% | -8.2% | +36.1% | +27.9% |
| YTD | +42.2% | +9.7% | +32.5% | +41.7% |
| 1Y | +80.2% | +17.0% | +63.2% | +78.9% |
| 3Y | +48.4% | +118.5% | -70.1% | +43.2% |
| 5Y | +133.6% | +134.3% | -0.8% | +125.3% |
| All | +133.6% | +132.7% | +0.9% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling