+74.7%
MRK vs VFC
-10.6%
+85.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | -4.3% | -1.4% | -2.9% | -4.1% |
| 30D | +8.3% | -9.0% | +17.3% | +9.5% |
| 3M | +20.0% | -24.2% | +44.2% | +23.8% |
| 6M | +25.7% | -18.5% | +44.2% | +26.9% |
| YTD | +38.7% | -25.9% | +64.6% | +41.2% |
| 1Y | +74.7% | -13.0% | +87.7% | +73.4% |
| All | +74.7% | -10.6% | +85.3% | +73.4% |
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