+224.4%
MRK vs VTV
+234.5%
-10.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -1.0% |
| 7D | -4.3% | -1.1% | -3.2% | -3.6% |
| 30D | +8.3% | -1.0% | +9.3% | +9.1% |
| 3M | +20.0% | +4.6% | +15.4% | +16.6% |
| 6M | +25.7% | +13.5% | +12.2% | +15.7% |
| YTD | +38.7% | +18.5% | +20.2% | +24.3% |
| 1Y | +74.7% | +22.9% | +51.8% | +53.1% |
| 3Y | +45.4% | +67.8% | -22.5% | +3.9% |
| 5Y | +129.0% | +81.8% | +47.2% | +53.7% |
| All | +224.4% | +234.5% | -10.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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