-97.2%
MERC vs VT
+53.4%
-150.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.7% |
| 7D | +116.7% | -2.3% | +119.0% | +122.8% |
| 30D | +4.0% | -5.0% | +9.0% | +11.4% |
| 3M | -61.8% | -4.9% | -56.9% | -59.3% |
| 6M | -76.6% | -1.5% | -75.0% | -76.1% |
| YTD | -86.9% | +8.5% | -95.4% | -87.9% |
| 1Y | -86.2% | +11.4% | -97.5% | -87.6% |
| 3Y | -96.9% | +70.1% | -167.0% | -98.2% |
| All | -97.2% | +53.4% | -150.6% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling