+63.6%
MRK vs VG
-38.0%
+101.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.3% |
| 7D | -0.9% | -2.5% | +1.6% | -0.9% |
| 30D | +15.5% | +11.1% | +4.4% | +15.4% |
| 3M | +25.1% | +14.9% | +10.2% | +24.9% |
| 6M | +30.1% | +18.4% | +11.7% | +29.6% |
| YTD | +43.1% | +116.6% | -73.5% | +40.0% |
| 1Y | +82.5% | +9.4% | +73.1% | +82.2% |
| All | +63.6% | -38.0% | +101.6% | +59.6% |
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