+45.4%
MRK vs VTV
+67.6%
-22.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -1.1% |
| 7D | -4.3% | -1.1% | -3.2% | -3.5% |
| 30D | +8.3% | -1.0% | +9.3% | +9.2% |
| 3M | +20.0% | +4.6% | +15.4% | +16.3% |
| 6M | +25.7% | +13.5% | +12.2% | +14.9% |
| YTD | +38.7% | +18.5% | +20.2% | +23.3% |
| 1Y | +74.7% | +22.9% | +51.8% | +51.7% |
| 3Y | +45.4% | +67.8% | -22.5% | +9.0% |
| All | +45.4% | +67.6% | -22.3% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling