+130.3%
MRK vs VLO
+600.5%
-470.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -5.0% | +4.0% | -9.0% | -5.2% |
| 30D | +11.0% | +19.0% | -8.0% | +10.0% |
| 3M | +22.4% | +50.0% | -27.6% | +19.7% |
| 6M | +25.4% | +79.1% | -53.7% | +21.1% |
| YTD | +39.5% | +140.3% | -100.8% | +31.8% |
| 1Y | +78.0% | +148.3% | -70.4% | +67.6% |
| 3Y | +45.5% | +194.6% | -149.1% | +33.6% |
| 5Y | +130.3% | +609.6% | -479.3% | +84.8% |
| All | +130.3% | +600.5% | -470.2% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling