+84.8%
MRK vs USB
+35.1%
+49.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +17.1% | -1.3% | +18.5% | +17.2% |
| 3M | +25.9% | +15.2% | +10.7% | +21.0% |
| 6M | +26.8% | +18.8% | +8.0% | +20.9% |
| YTD | +44.9% | +21.0% | +23.9% | +35.6% |
| 1Y | +84.8% | +34.0% | +50.8% | +65.7% |
| All | +84.8% | +35.1% | +49.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling