-97.6%
MERC vs VT
+57.4%
-154.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.6% | -10.3% | -10.7% |
| 7D | +84.6% | +0.4% | +84.2% | +83.4% |
| 30D | 0.0% | -2.6% | +2.6% | +3.9% |
| 3M | -59.3% | -3.2% | -56.1% | -57.6% |
| 6M | -75.5% | +0.9% | -76.5% | -75.7% |
| YTD | -87.9% | +11.3% | -99.2% | -89.2% |
| 1Y | -87.0% | +14.0% | -101.0% | -88.7% |
| 3Y | -97.1% | +75.8% | -173.0% | -98.4% |
| 5Y | -97.6% | +57.8% | -155.4% | -98.5% |
| All | -97.6% | +57.4% | -154.9% | -98.5% |
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