+84.8%
MRK vs VFC
-6.8%
+91.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | +17.1% | -11.6% | +28.8% | +18.9% |
| 3M | +25.9% | -18.1% | +44.0% | +28.2% |
| 6M | +26.8% | -27.4% | +54.2% | +30.6% |
| YTD | +44.9% | -24.8% | +69.7% | +47.2% |
| 1Y | +84.8% | -8.2% | +93.0% | +78.8% |
| All | +84.8% | -6.8% | +91.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling