-97.2%
MERC vs VT
+53.2%
-150.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +4.8% |
| 7D | +108.3% | -4.2% | +112.5% | +119.0% |
| 30D | +4.2% | -5.8% | +10.0% | +12.7% |
| 3M | -63.2% | -5.2% | -58.0% | -60.7% |
| 6M | -76.9% | +0.1% | -77.0% | -76.8% |
| YTD | -87.4% | +8.2% | -95.6% | -88.4% |
| 1Y | -87.0% | +10.1% | -97.1% | -88.2% |
| 3Y | -97.1% | +69.7% | -166.8% | -98.3% |
| 5Y | -97.2% | +53.4% | -150.6% | -98.2% |
| All | -97.2% | +53.2% | -150.4% | -98.2% |
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