+247.5%
MRK vs USB
+92.8%
+154.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +2.8% | +5.8% | -3.1% | +1.5% |
| 3M | +15.0% | -6.0% | +20.9% | +16.3% |
| 6M | +30.9% | +7.8% | +23.1% | +28.5% |
| YTD | +42.3% | +14.6% | +27.7% | +37.5% |
| 1Y | +76.1% | +31.8% | +44.3% | +65.2% |
| 3Y | +54.1% | +91.5% | -37.4% | +31.1% |
| 5Y | +109.5% | +22.0% | +87.5% | +95.8% |
| All | +247.5% | +92.8% | +154.7% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling