+232.3%
MRK vs VST
+968.1%
-735.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.6% | -10.7% | -0.9% |
| 7D | -1.9% | -9.8% | +7.9% | -1.3% |
| 30D | +2.8% | -25.1% | +27.9% | +4.7% |
| 3M | +15.0% | -11.6% | +26.6% | +15.6% |
| 6M | +30.9% | -20.9% | +51.8% | +32.3% |
| YTD | +42.3% | -22.3% | +64.6% | +43.4% |
| 1Y | +76.1% | -32.0% | +108.1% | +79.2% |
| 3Y | +54.1% | +262.4% | -208.3% | +16.4% |
| 5Y | +109.5% | +563.4% | -453.9% | +40.5% |
| 10Y | +254.8% | +1,120.7% | -865.9% | +128.8% |
| All | +232.3% | +968.1% | -735.8% | +112.8% |
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