+816.8%
MRK vs VIG
+617.8%
+199.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | +15.5% | -2.1% | +17.5% | +17.5% |
| 3M | +25.1% | +3.3% | +21.8% | +21.9% |
| 6M | +30.1% | +9.3% | +20.8% | +21.3% |
| YTD | +43.1% | +10.1% | +33.0% | +32.5% |
| 1Y | +82.5% | +14.7% | +67.7% | +63.8% |
| 3Y | +49.3% | +56.9% | -7.6% | +3.4% |
| 5Y | +130.3% | +62.9% | +67.3% | +51.5% |
| 10Y | +234.3% | +241.3% | -7.0% | +12.2% |
| All | +816.8% | +617.8% | +199.0% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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