+133.2%
MRK vs URI
+205.2%
-72.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +1.3% | -2.0% | +3.3% | +1.5% |
| 30D | +17.1% | -12.9% | +30.1% | +18.3% |
| 3M | +25.9% | -6.7% | +32.6% | +26.4% |
| 6M | +26.8% | +19.0% | +7.8% | +24.5% |
| YTD | +44.9% | +25.5% | +19.4% | +41.5% |
| 1Y | +84.8% | +5.5% | +79.3% | +82.6% |
| 3Y | +50.1% | +111.3% | -61.2% | +40.2% |
| All | +133.2% | +205.2% | -72.1% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling