+227.3%
MRK vs USB
+84.9%
+142.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +1.2% | +5.7% | -4.5% | 0.0% |
| 3M | +13.5% | -4.7% | +18.2% | +14.5% |
| 6M | +34.0% | +13.4% | +20.6% | +30.2% |
| YTD | +42.7% | +17.0% | +25.7% | +37.4% |
| 1Y | +66.6% | +32.4% | +34.2% | +56.2% |
| 3Y | +59.1% | +101.7% | -42.6% | +34.1% |
| 5Y | +104.1% | +24.4% | +79.7% | +90.1% |
| 10Y | +227.3% | +83.6% | +143.7% | +166.5% |
| All | +227.3% | +84.9% | +142.5% | +166.5% |
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