+230.8%
MRK vs VST
+1,139.0%
-908.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +0.7% | +6.6% | -5.9% | +0.2% |
| 30D | +0.3% | -12.4% | +12.6% | +1.0% |
| 3M | +9.7% | -9.0% | +18.6% | +10.0% |
| 6M | +32.0% | -6.4% | +38.4% | +31.7% |
| YTD | +43.3% | -17.2% | +60.5% | +43.7% |
| 1Y | +63.7% | -22.0% | +85.7% | +64.8% |
| 3Y | +58.0% | +296.7% | -238.7% | +17.6% |
| 5Y | +105.0% | +637.6% | -532.6% | +34.7% |
| All | +230.8% | +1,139.0% | -908.3% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling