+238.5%
MRK vs VST
+1,175.7%
-937.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.6% |
| 7D | +1.3% | +8.9% | -7.6% | +0.7% |
| 30D | +17.1% | +6.2% | +10.9% | +16.6% |
| 3M | +25.9% | -2.7% | +28.6% | +25.9% |
| 6M | +26.8% | -8.4% | +35.2% | +27.1% |
| YTD | +44.9% | -7.2% | +52.1% | +44.7% |
| 1Y | +84.8% | -20.9% | +105.7% | +86.3% |
| 3Y | +50.1% | +384.0% | -333.9% | +10.2% |
| 5Y | +127.4% | +757.1% | -629.6% | +48.4% |
| All | +238.5% | +1,175.7% | -937.3% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling