+632.9%
MRK vs VO
+821.9%
-189.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -0.9% | +0.6% | -1.6% | -1.3% |
| 30D | +15.5% | -1.1% | +16.5% | +16.2% |
| 3M | +25.1% | +4.5% | +20.6% | +21.9% |
| 6M | +30.1% | +11.1% | +19.0% | +22.4% |
| YTD | +43.1% | +13.5% | +29.6% | +32.9% |
| 1Y | +82.5% | +14.5% | +68.0% | +68.6% |
| 3Y | +49.3% | +58.1% | -8.8% | +13.5% |
| 5Y | +130.3% | +43.3% | +87.0% | +80.2% |
| 10Y | +234.3% | +193.2% | +41.2% | +62.0% |
| All | +632.9% | +821.9% | -189.0% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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