+106.8%
MRK vs VST
+561.4%
-454.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.6% | -10.7% | -0.3% |
| 7D | -1.9% | -9.8% | +7.9% | -1.8% |
| 30D | +2.8% | -25.1% | +27.9% | +3.2% |
| 3M | +15.0% | -11.6% | +26.6% | +15.1% |
| 6M | +30.9% | -20.9% | +51.8% | +31.2% |
| YTD | +42.3% | -22.3% | +64.6% | +42.5% |
| 1Y | +76.1% | -32.0% | +108.1% | +76.8% |
| 3Y | +54.1% | +262.4% | -208.3% | +27.5% |
| All | +106.8% | +561.4% | -454.6% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling