+3,767.8%
MRK vs VLO
+36,773.5%
-33,005.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.4% |
| 7D | +0.7% | +9.6% | -8.9% | -0.6% |
| 30D | +0.3% | -17.4% | +17.7% | +2.8% |
| 3M | +9.7% | +10.8% | -1.1% | +7.6% |
| 6M | +32.0% | +56.9% | -25.0% | +22.8% |
| YTD | +43.3% | +136.8% | -93.5% | +24.9% |
| 1Y | +63.7% | +120.7% | -57.0% | +44.1% |
| 3Y | +58.0% | +231.9% | -173.9% | +28.7% |
| 5Y | +105.0% | +479.0% | -374.0% | +49.6% |
| 10Y | +228.6% | +792.2% | -563.6% | +110.0% |
| All | +3,767.8% | +36,773.5% | -33,005.7% | +1,155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling