+314.5%
MRK vs VTEB
+25.5%
+289.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.3% | -0.9% | -3.3% | -4.0% |
| 30D | +8.3% | -2.5% | +10.8% | +9.2% |
| 3M | +20.0% | -3.0% | +23.0% | +21.2% |
| 6M | +25.7% | -2.1% | +27.8% | +26.5% |
| YTD | +38.7% | -1.5% | +40.2% | +39.4% |
| 1Y | +74.7% | +0.2% | +74.5% | +74.7% |
| 3Y | +45.4% | +8.6% | +36.8% | +42.2% |
| 5Y | +129.0% | +1.2% | +127.8% | +128.3% |
| 10Y | +228.0% | +18.1% | +210.0% | +259.6% |
| All | +314.5% | +25.5% | +289.0% | +416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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