+3,746.4%
MRK vs USB
+8,119.9%
-4,373.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +3.5% | +4.3% | -0.8% | +2.6% |
| 3M | +15.2% | -6.1% | +21.3% | +16.6% |
| 6M | +31.6% | +9.4% | +22.2% | +28.8% |
| YTD | +42.5% | +15.2% | +27.3% | +37.7% |
| 1Y | +79.2% | +32.8% | +46.5% | +68.0% |
| 3Y | +55.8% | +91.3% | -35.5% | +33.0% |
| 5Y | +109.8% | +22.7% | +87.1% | +92.8% |
| 10Y | +255.3% | +97.0% | +158.2% | +183.1% |
| All | +3,746.4% | +8,119.9% | -4,373.6% | +1,551.3% |
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