+236.2%
MRK vs URI
+1,196.9%
-960.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | -2.7% | +5.0% | -7.7% | -3.2% |
| 30D | +12.7% | -9.4% | +22.1% | +13.9% |
| 3M | +24.2% | -5.8% | +30.1% | +24.8% |
| 6M | +27.8% | +25.8% | +2.0% | +23.7% |
| YTD | +42.2% | +27.9% | +14.3% | +37.1% |
| 1Y | +80.2% | +9.7% | +70.5% | +76.6% |
| 3Y | +48.4% | +128.0% | -79.6% | +31.2% |
| 5Y | +133.6% | +212.4% | -78.8% | +94.9% |
| 10Y | +236.2% | +1,271.8% | -1,035.6% | +101.2% |
| All | +236.2% | +1,196.9% | -960.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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