+133.6%
MRK vs VFC
-78.7%
+212.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | +12.7% | -13.4% | +26.0% | +13.6% |
| 3M | +24.2% | -23.7% | +47.9% | +25.9% |
| 6M | +27.8% | -24.5% | +52.3% | +29.4% |
| YTD | +42.2% | -27.8% | +70.1% | +44.2% |
| 1Y | +80.2% | -13.5% | +93.6% | +80.7% |
| 3Y | +48.4% | -27.1% | +75.5% | +46.6% |
| 5Y | +133.6% | -79.0% | +212.6% | +160.4% |
| All | +133.6% | -78.7% | +212.3% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling