+84.6%
MRK vs USB
+36.4%
+48.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.6% |
| 7D | +6.7% | +2.4% | +4.3% | +6.2% |
| 30D | +7.8% | +6.6% | +1.2% | +6.6% |
| 3M | +18.2% | -4.1% | +22.3% | +18.8% |
| 6M | +34.7% | +12.5% | +22.2% | +29.6% |
| YTD | +45.8% | +17.6% | +28.2% | +36.0% |
| 1Y | +84.6% | +36.5% | +48.1% | +63.6% |
| All | +84.6% | +36.4% | +48.1% | +63.6% |
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