+49.0%
MRK vs VUG
+85.5%
-36.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.7% | -1.7% | +14.4% | +12.8% |
| 3M | +24.2% | +2.8% | +21.4% | +23.9% |
| 6M | +27.8% | +13.6% | +14.2% | +25.8% |
| YTD | +42.2% | +8.1% | +34.1% | +40.7% |
| 1Y | +80.2% | +13.1% | +67.1% | +77.0% |
| All | +49.0% | +85.5% | -36.5% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling