+109.6%
MRK vs USB
+26.3%
+83.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +2.2% | +6.8% | -4.6% | +1.3% |
| 3M | +16.4% | -3.8% | +20.2% | +16.9% |
| 6M | +35.3% | +11.7% | +23.6% | +33.0% |
| YTD | +44.2% | +17.5% | +26.8% | +40.6% |
| 1Y | +77.5% | +33.8% | +43.7% | +70.1% |
| 3Y | +59.2% | +104.2% | -45.0% | +44.1% |
| 5Y | +109.6% | +26.4% | +83.1% | +105.7% |
| All | +109.6% | +26.3% | +83.2% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling