+234.2%
MRK vs VST
+1,196.4%
-962.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -0.9% | +9.9% | -10.8% | -1.7% |
| 30D | +15.5% | +7.9% | +7.5% | +14.8% |
| 3M | +25.1% | +3.4% | +21.7% | +24.5% |
| 6M | +30.1% | -4.1% | +34.2% | +29.9% |
| YTD | +43.1% | -5.7% | +48.8% | +42.7% |
| 1Y | +82.5% | -18.9% | +101.3% | +83.5% |
| 3Y | +49.3% | +359.1% | -309.7% | +10.8% |
| 5Y | +130.3% | +766.9% | -636.6% | +50.2% |
| All | +234.2% | +1,196.4% | -962.1% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling