+105.7%
MRK vs VFC
-68.3%
+174.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | +0.4% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +0.3% | +25.5% | -25.2% | -1.0% |
| 3M | +9.7% | +41.3% | -31.6% | +7.5% |
| 6M | +32.0% | +22.2% | +9.7% | +30.1% |
| YTD | +43.3% | +16.4% | +26.9% | +41.3% |
| 1Y | +63.7% | +38.4% | +25.3% | +59.9% |
| 3Y | +58.0% | +56.2% | +1.8% | +50.8% |
| All | +105.7% | -68.3% | +174.1% | +112.2% |
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