+129.9%
MRK vs VIVK
-100.0%
+229.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.8% | -0.5% |
| 7D | -4.3% | -4.4% | +0.1% | -4.3% |
| 30D | +8.3% | -40.8% | +49.1% | +8.3% |
| 3M | +20.0% | -94.1% | +114.2% | +19.8% |
| 6M | +25.7% | -98.2% | +123.9% | +25.2% |
| YTD | +38.7% | -98.0% | +136.8% | +38.2% |
| 1Y | +74.7% | -100.0% | +174.6% | +73.6% |
| 3Y | +45.4% | -100.0% | +145.3% | +45.1% |
| All | +129.9% | -100.0% | +229.9% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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