+229.3%
MRK vs VST
+1,147.5%
-918.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.3% |
| 7D | +2.3% | -6.0% | +8.4% | +2.6% |
| 30D | +1.7% | -18.8% | +20.4% | +3.0% |
| 3M | +13.8% | -8.0% | +21.8% | +14.0% |
| 6M | +34.7% | -10.9% | +45.6% | +34.9% |
| YTD | +43.6% | -18.3% | +61.9% | +44.2% |
| 1Y | +75.7% | -29.9% | +105.6% | +78.4% |
| 3Y | +60.0% | +290.3% | -230.3% | +19.3% |
| 5Y | +105.4% | +635.3% | -529.9% | +34.8% |
| All | +229.3% | +1,147.5% | -918.2% | +105.3% |
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