+54.4%
MRK vs USAR
-19.4%
+73.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +0.3% | -20.9% | +21.2% | +0.2% |
| 3M | +9.7% | -56.2% | +65.8% | +9.4% |
| 6M | +32.0% | -67.9% | +99.9% | +31.6% |
| YTD | +43.3% | -31.4% | +74.7% | +42.7% |
| 1Y | +63.7% | -45.1% | +108.7% | +63.0% |
| 3Y | +58.0% | -20.3% | +78.3% | +51.6% |
| All | +54.4% | -19.4% | +73.8% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling