+3,812.0%
MRK vs USB
+8,537.0%
-4,725.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +17.1% | -1.3% | +18.5% | +17.4% |
| 3M | +25.9% | +15.2% | +10.7% | +22.0% |
| 6M | +26.8% | +18.8% | +8.0% | +22.0% |
| YTD | +44.9% | +21.0% | +23.9% | +38.6% |
| 1Y | +84.8% | +34.0% | +50.8% | +72.9% |
| 3Y | +50.1% | +95.3% | -45.2% | +27.4% |
| 5Y | +127.4% | +40.4% | +87.1% | +102.9% |
| 10Y | +240.0% | +107.3% | +132.6% | +168.1% |
| All | +3,812.0% | +8,537.0% | -4,725.0% | +1,562.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling