+58.3%
MRK vs VLTO
+26.2%
+32.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.9% | -1.6% | +0.6% | -0.5% |
| 30D | +15.5% | -2.9% | +18.3% | +16.3% |
| 3M | +25.1% | +12.7% | +12.4% | +21.9% |
| 6M | +30.1% | +1.6% | +28.5% | +29.4% |
| YTD | +43.1% | -4.0% | +47.1% | +44.0% |
| 1Y | +82.5% | -10.2% | +92.6% | +86.1% |
| All | +58.3% | +26.2% | +32.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling