+224.4%
MRK vs VUG
+424.7%
-200.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | +8.3% | -1.0% | +9.2% | +8.6% |
| 3M | +20.0% | +3.5% | +16.5% | +18.5% |
| 6M | +25.7% | +14.2% | +11.5% | +20.0% |
| YTD | +38.7% | +8.5% | +30.2% | +34.4% |
| 1Y | +74.7% | +12.9% | +61.8% | +66.8% |
| 3Y | +45.4% | +85.6% | -40.3% | +14.3% |
| 5Y | +129.0% | +78.1% | +50.9% | +81.0% |
| All | +224.4% | +424.7% | -200.3% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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