+45.4%
MRK vs VYM
+65.1%
-19.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.0% |
| 7D | -4.3% | -0.8% | -3.5% | -3.8% |
| 30D | +8.3% | -2.2% | +10.5% | +9.9% |
| 3M | +20.0% | +3.1% | +17.0% | +17.8% |
| 6M | +25.7% | +9.7% | +16.0% | +18.4% |
| YTD | +38.7% | +14.9% | +23.8% | +27.1% |
| 1Y | +74.7% | +17.6% | +57.1% | +57.9% |
| 3Y | +45.4% | +65.3% | -19.9% | +13.2% |
| All | +45.4% | +65.1% | -19.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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