+129.9%
MRK vs VWO
+34.0%
+95.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.3% | -1.8% | -2.5% | -4.0% |
| 30D | +8.3% | -0.1% | +8.4% | +8.3% |
| 3M | +20.0% | +2.2% | +17.8% | +19.6% |
| 6M | +25.7% | +8.8% | +16.9% | +23.8% |
| YTD | +38.7% | +12.4% | +26.3% | +36.0% |
| 1Y | +74.7% | +15.6% | +59.1% | +70.5% |
| 3Y | +45.4% | +62.5% | -17.2% | +35.9% |
| All | +129.9% | +34.0% | +95.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling