+54.1%
MRK vs USB
+89.5%
-35.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.8% |
| 30D | +2.8% | +5.8% | -3.1% | +1.9% |
| 3M | +15.0% | -6.0% | +20.9% | +15.9% |
| 6M | +30.9% | +7.8% | +23.1% | +28.8% |
| YTD | +42.3% | +14.6% | +27.7% | +38.3% |
| 1Y | +76.1% | +31.8% | +44.3% | +67.4% |
| 3Y | +54.1% | +91.5% | -37.4% | +40.2% |
| All | +54.1% | +89.5% | -35.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling