+3,763.3%
MRK vs VMC
+3,191.4%
+571.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +15.5% | -9.1% | +24.6% | +17.8% |
| 3M | +25.1% | -4.1% | +29.3% | +25.9% |
| 6M | +30.1% | -5.5% | +35.6% | +31.1% |
| YTD | +43.1% | -8.9% | +52.0% | +44.9% |
| 1Y | +82.5% | -12.9% | +95.4% | +86.4% |
| 3Y | +49.3% | +22.1% | +27.2% | +40.1% |
| 5Y | +130.3% | +52.7% | +77.5% | +102.6% |
| 10Y | +234.3% | +152.7% | +81.6% | +148.8% |
| All | +3,763.3% | +3,191.4% | +571.9% | +1,493.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling