+234.3%
MRK vs VT
+221.4%
+12.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | +15.5% | -0.2% | +15.7% | +15.6% |
| 3M | +25.1% | +4.5% | +20.6% | +22.1% |
| 6M | +30.1% | +14.1% | +16.0% | +21.3% |
| YTD | +43.1% | +14.8% | +28.3% | +32.9% |
| 1Y | +82.5% | +21.2% | +61.3% | +64.7% |
| 3Y | +49.3% | +76.6% | -27.3% | +9.6% |
| 5Y | +130.3% | +66.6% | +63.7% | +72.9% |
| 10Y | +234.3% | +222.3% | +12.1% | +53.5% |
| All | +234.3% | +221.4% | +12.9% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling