+46.1%
MRK vs USFR
+14.1%
+32.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +11.0% | +0.3% | +10.6% | +10.4% |
| 3M | +22.4% | +1.0% | +21.4% | +21.0% |
| 6M | +25.4% | +1.9% | +23.5% | +22.2% |
| YTD | +39.5% | +2.7% | +36.8% | +33.9% |
| 1Y | +78.0% | +4.0% | +74.0% | +64.6% |
| All | +46.1% | +14.1% | +32.1% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling