+49.0%
MRK vs VLO
+195.4%
-146.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -2.7% | +6.2% | -9.0% | -2.9% |
| 30D | +12.7% | +23.5% | -10.8% | +12.0% |
| 3M | +24.2% | +53.9% | -29.6% | +22.6% |
| 6M | +27.8% | +81.7% | -53.8% | +24.8% |
| YTD | +42.2% | +142.5% | -100.3% | +36.1% |
| 1Y | +80.2% | +145.4% | -65.2% | +72.2% |
| All | +49.0% | +195.4% | -146.4% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling