+614.4%
MRK vs VTV
+706.8%
-92.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -5.0% | -2.1% | -3.0% | -3.6% |
| 30D | +11.0% | -1.3% | +12.3% | +12.1% |
| 3M | +22.4% | +5.6% | +16.8% | +17.8% |
| 6M | +25.4% | +12.4% | +13.0% | +15.4% |
| YTD | +39.5% | +17.6% | +21.8% | +24.3% |
| 1Y | +78.0% | +23.5% | +54.5% | +53.4% |
| 3Y | +45.5% | +67.0% | -21.5% | +0.6% |
| 5Y | +130.3% | +80.5% | +49.7% | +48.7% |
| 10Y | +229.8% | +230.6% | -0.8% | +32.5% |
| All | +614.4% | +706.8% | -92.4% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling