+52.8%
MRK vs VST
+366.0%
-313.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.3% |
| 7D | +1.3% | +8.9% | -7.6% | +1.4% |
| 30D | +17.1% | +6.2% | +10.9% | +17.2% |
| 3M | +25.9% | -2.7% | +28.6% | +25.8% |
| 6M | +26.8% | -8.4% | +35.2% | +26.7% |
| YTD | +44.9% | -7.2% | +52.1% | +44.9% |
| 1Y | +84.8% | -20.9% | +105.7% | +84.7% |
| All | +52.8% | +366.0% | -313.2% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling