+224.4%
MRK vs VCLT
+17.1%
+207.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -1.4% | -2.9% | -4.0% |
| 30D | +8.3% | -1.2% | +9.5% | +8.6% |
| 3M | +20.0% | -4.8% | +24.8% | +21.2% |
| 6M | +25.7% | -2.6% | +28.2% | +26.3% |
| YTD | +38.7% | -3.3% | +42.1% | +39.7% |
| 1Y | +74.7% | -4.8% | +79.5% | +76.3% |
| 3Y | +45.4% | +11.5% | +33.8% | +43.3% |
| 5Y | +129.0% | -17.0% | +146.0% | +132.3% |
| All | +224.4% | +17.1% | +207.3% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling