+226.7%
MRK vs USHY
+50.4%
+176.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +12.7% | 0.0% | +12.7% | +12.8% |
| 3M | +24.2% | +0.8% | +23.4% | +23.3% |
| 6M | +27.8% | +1.9% | +25.9% | +25.8% |
| YTD | +42.2% | +2.3% | +40.0% | +39.5% |
| 1Y | +80.2% | +4.1% | +76.0% | +74.1% |
| 3Y | +48.4% | +27.8% | +20.6% | +21.2% |
| 5Y | +133.6% | +21.5% | +112.1% | +101.7% |
| All | +226.7% | +50.4% | +176.3% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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