+631.8%
MRK vs URA
-49.7%
+681.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -2.1% | +2.9% | -5.0% | -2.5% |
| 30D | +1.2% | -10.8% | +12.0% | +2.3% |
| 3M | +13.5% | -25.5% | +39.0% | +17.0% |
| 6M | +34.0% | -41.2% | +75.2% | +41.3% |
| YTD | +42.7% | -21.3% | +64.0% | +44.3% |
| 1Y | +66.6% | -25.7% | +92.3% | +69.3% |
| 3Y | +59.1% | +43.1% | +16.0% | +44.2% |
| 5Y | +104.1% | +35.6% | +68.5% | +82.4% |
| 10Y | +227.3% | +281.3% | -54.0% | +124.8% |
| All | +631.8% | -49.7% | +681.5% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling