+797.9%
MRK vs VIVK
-100.0%
+897.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.6% |
| 7D | -2.7% | -7.9% | +5.2% | -2.7% |
| 30D | +12.7% | -42.0% | +54.6% | +12.7% |
| 3M | +24.2% | -92.5% | +116.7% | +24.3% |
| 6M | +27.8% | -98.0% | +125.8% | +27.8% |
| YTD | +42.2% | -97.9% | +140.1% | +42.2% |
| 1Y | +80.2% | -100.0% | +180.2% | +80.3% |
| 3Y | +48.4% | -100.0% | +148.4% | +48.4% |
| 5Y | +133.6% | -100.0% | +233.6% | +133.7% |
| 10Y | +236.2% | -100.0% | +336.2% | +236.4% |
| All | +797.9% | -100.0% | +897.9% | +787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling