+50.3%
MRK vs USAR
+58.5%
-8.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.9% |
| 7D | -5.0% | -9.3% | +4.3% | -5.0% |
| 30D | +11.0% | -15.2% | +26.1% | +10.9% |
| 3M | +22.4% | -21.1% | +43.5% | +22.3% |
| 6M | +25.4% | -21.6% | +47.0% | +25.2% |
| YTD | +39.5% | +34.8% | +4.7% | +39.2% |
| 1Y | +78.0% | +15.6% | +62.3% | +77.8% |
| 3Y | +45.5% | +57.7% | -12.2% | +39.4% |
| All | +50.3% | +58.5% | -8.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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