+650.2%
MRK vs VCLT
+103.3%
+546.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +15.5% | -0.6% | +16.0% | +15.5% |
| 3M | +25.1% | -2.2% | +27.4% | +25.3% |
| 6M | +30.1% | -2.9% | +33.0% | +30.3% |
| YTD | +43.1% | -2.1% | +45.2% | +43.3% |
| 1Y | +82.5% | -2.6% | +85.0% | +82.7% |
| 3Y | +49.3% | +12.5% | +36.8% | +49.1% |
| 5Y | +130.3% | -15.3% | +145.5% | +126.9% |
| 10Y | +234.3% | +16.6% | +217.7% | +247.6% |
| All | +650.2% | +103.3% | +546.9% | +845.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling