+49.0%
MRK vs USAR
+67.7%
-18.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -2.7% | -4.4% | +1.7% | -2.7% |
| 30D | +12.7% | -10.4% | +23.1% | +12.6% |
| 3M | +24.2% | -18.4% | +42.6% | +24.2% |
| 6M | +27.8% | -8.8% | +36.6% | +27.7% |
| YTD | +42.2% | +43.4% | -1.2% | +41.9% |
| 1Y | +80.2% | +21.0% | +59.2% | +80.0% |
| All | +49.0% | +67.7% | -18.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling