+129.9%
MRK vs VCLT
-17.2%
+147.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -1.4% | -2.9% | -3.9% |
| 30D | +8.3% | -1.2% | +9.5% | +8.6% |
| 3M | +20.0% | -4.8% | +24.8% | +21.5% |
| 6M | +25.7% | -2.6% | +28.2% | +26.5% |
| YTD | +38.7% | -3.3% | +42.1% | +39.9% |
| 1Y | +74.7% | -4.8% | +79.5% | +76.8% |
| 3Y | +45.4% | +11.5% | +33.8% | +43.6% |
| All | +129.9% | -17.2% | +147.1% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling