+129.9%
MRK vs VEU
+55.0%
+74.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.8% |
| 7D | -4.3% | -1.4% | -2.8% | -3.9% |
| 30D | +8.3% | -0.4% | +8.7% | +8.4% |
| 3M | +20.0% | +2.5% | +17.5% | +19.2% |
| 6M | +25.7% | +11.1% | +14.5% | +21.7% |
| YTD | +38.7% | +16.5% | +22.2% | +32.7% |
| 1Y | +74.7% | +22.9% | +51.8% | +64.6% |
| 3Y | +45.4% | +73.4% | -28.1% | +26.0% |
| All | +129.9% | +55.0% | +74.9% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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