+74.7%
MRK vs VLO
+152.2%
-77.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -4.3% | +5.3% | -9.6% | -4.0% |
| 30D | +8.3% | +18.2% | -10.0% | +9.1% |
| 3M | +20.0% | +53.3% | -33.3% | +22.1% |
| 6M | +25.7% | +70.4% | -44.8% | +28.2% |
| YTD | +38.7% | +143.4% | -104.6% | +38.4% |
| 1Y | +74.7% | +153.0% | -78.3% | +79.8% |
| All | +74.7% | +152.2% | -77.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling