+121.4%
MRK vs VSXY
+33.4%
+88.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | +11.0% | -22.1% | +33.0% | +11.5% |
| 3M | +22.4% | -1.1% | +23.5% | +22.4% |
| 6M | +25.4% | +53.8% | -28.4% | +23.8% |
| YTD | +39.5% | +35.5% | +4.0% | +38.0% |
| 1Y | +78.0% | +186.0% | -108.0% | +73.3% |
| 3Y | +45.5% | +343.2% | -297.6% | +39.9% |
| 5Y | +130.3% | +19.0% | +111.3% | +123.2% |
| All | +121.4% | +33.4% | +88.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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