-92.0%
MERC vs VT
+374.2%
-466.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -2.6% | +0.4% | -3.0% | -3.2% |
| 30D | -44.1% | +1.0% | -45.1% | -44.8% |
| 3M | -56.3% | +2.4% | -58.7% | -57.5% |
| 6M | -78.8% | +12.0% | -90.8% | -81.5% |
| YTD | -80.8% | +15.3% | -96.1% | -83.8% |
| 1Y | -88.1% | +22.6% | -110.7% | -90.6% |
| 3Y | -95.5% | +74.7% | -170.1% | -97.6% |
| 5Y | -96.2% | +66.1% | -162.3% | -97.9% |
| 10Y | -93.9% | +225.0% | -318.9% | -98.5% |
| All | -92.0% | +374.2% | -466.2% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling