+130.3%
MRK vs VMC
+47.2%
+83.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.5% |
| 30D | +11.0% | -12.8% | +23.7% | +13.0% |
| 3M | +22.4% | -7.9% | +30.3% | +23.6% |
| 6M | +25.4% | -7.5% | +32.9% | +26.4% |
| YTD | +39.5% | -11.6% | +51.1% | +41.2% |
| 1Y | +78.0% | -14.3% | +92.2% | +80.8% |
| 3Y | +45.5% | +18.5% | +27.0% | +40.4% |
| 5Y | +130.3% | +46.8% | +83.5% | +109.4% |
| All | +130.3% | +47.2% | +83.1% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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