+46.1%
MRK vs VFC
-28.9%
+75.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -5.0% | -4.0% | -1.1% | -4.8% |
| 30D | +11.0% | -14.6% | +25.6% | +12.0% |
| 3M | +22.4% | -23.1% | +45.5% | +24.1% |
| 6M | +25.4% | -25.2% | +50.6% | +27.1% |
| YTD | +39.5% | -29.5% | +69.0% | +41.8% |
| 1Y | +78.0% | -14.4% | +92.4% | +78.6% |
| All | +46.1% | -28.9% | +75.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling