+3,812.0%
MRK vs VFC
+845.1%
+2,966.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.6% |
| 30D | +17.1% | -11.6% | +28.8% | +19.6% |
| 3M | +25.9% | -18.1% | +44.0% | +29.3% |
| 6M | +26.8% | -27.4% | +54.2% | +32.5% |
| YTD | +44.9% | -24.8% | +69.7% | +50.0% |
| 1Y | +84.8% | -8.2% | +93.0% | +83.7% |
| 3Y | +50.1% | -29.1% | +79.2% | +43.4% |
| 5Y | +127.4% | -79.2% | +206.6% | +173.1% |
| 10Y | +240.0% | -68.1% | +308.1% | +249.7% |
| All | +3,812.0% | +845.1% | +2,966.9% | +1,939.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling