+64.1%
MRK vs VG
-49.4%
+113.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | +2.3% | -7.7% | +10.0% | +2.3% |
| 30D | +1.7% | -8.8% | +10.5% | +1.7% |
| 3M | +13.8% | -15.6% | +29.4% | +13.8% |
| 6M | +34.7% | +5.2% | +29.4% | +34.4% |
| YTD | +43.6% | +76.9% | -33.3% | +40.5% |
| 1Y | +75.7% | +42.5% | +33.2% | +72.8% |
| All | +64.1% | -49.4% | +113.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling