+49.3%
MRK vs URI
+126.5%
-77.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -0.9% | +2.5% | -3.5% | -1.1% |
| 30D | +15.5% | -12.5% | +28.0% | +16.7% |
| 3M | +25.1% | -6.2% | +31.3% | +25.5% |
| 6M | +30.1% | +25.9% | +4.2% | +26.9% |
| YTD | +43.1% | +26.2% | +16.9% | +39.2% |
| 1Y | +82.5% | +5.5% | +77.0% | +79.7% |
| 3Y | +49.3% | +125.0% | -75.7% | +38.3% |
| All | +49.3% | +126.5% | -77.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling