+230.8%
MRK vs VFC
-48.6%
+279.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | +0.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | +0.3% | +25.5% | -25.2% | -2.1% |
| 3M | +9.7% | +41.3% | -31.6% | +5.7% |
| 6M | +32.0% | +22.2% | +9.7% | +28.6% |
| YTD | +43.3% | +16.4% | +26.9% | +39.8% |
| 1Y | +63.7% | +38.4% | +25.3% | +56.7% |
| 3Y | +58.0% | +56.2% | +1.8% | +41.4% |
| 5Y | +105.0% | -68.2% | +173.1% | +135.3% |
| All | +230.8% | -48.6% | +279.4% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling