+71.0%
UBER vs MRK
+147.9%
-76.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -7.0% | -2.7% | -4.3% | -6.5% |
| 30D | -8.9% | +12.7% | -21.6% | -11.3% |
| 3M | +1.0% | +24.2% | -23.2% | -3.8% |
| 6M | -3.7% | +27.8% | -31.6% | -9.1% |
| YTD | -13.0% | +42.2% | -55.2% | -20.2% |
| 1Y | -25.5% | +80.2% | -105.7% | -35.9% |
| 3Y | +50.5% | +48.4% | +2.1% | +33.5% |
| 5Y | +76.2% | +133.6% | -57.4% | +21.8% |
| All | +71.0% | +147.9% | -76.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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