+74.7%
MRK vs USFR
+4.1%
+70.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -3.8% |
| 30D | +8.3% | +0.4% | +7.9% | +9.8% |
| 3M | +20.0% | +1.0% | +19.0% | +30.9% |
| 6M | +25.7% | +2.0% | +23.7% | +51.1% |
| YTD | +38.7% | +2.8% | +36.0% | +82.0% |
| 1Y | +74.7% | +4.1% | +70.6% | +115.5% |
| All | +74.7% | +4.1% | +70.6% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling