+568.9%
MRK vs VEU
+185.0%
+383.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.0% |
| 30D | +11.0% | -0.7% | +11.7% | +11.5% |
| 3M | +22.4% | +4.9% | +17.5% | +18.9% |
| 6M | +25.4% | +9.8% | +15.6% | +18.4% |
| YTD | +39.5% | +15.3% | +24.2% | +28.1% |
| 1Y | +78.0% | +23.0% | +54.9% | +57.6% |
| 3Y | +45.5% | +73.5% | -27.9% | +5.5% |
| 5Y | +130.3% | +54.5% | +75.8% | +75.3% |
| 10Y | +229.8% | +150.4% | +79.4% | +85.2% |
| All | +568.9% | +185.0% | +383.9% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling