+2,397.0%
VRT vs MRK
+196.8%
+2,200.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.2% |
| 7D | -7.7% | -5.0% | -2.7% | -6.8% |
| 30D | -12.0% | +11.0% | -22.9% | -14.1% |
| 3M | -11.7% | +22.4% | -34.1% | -16.1% |
| 6M | -8.1% | +25.4% | -33.5% | -13.2% |
| YTD | +53.2% | +39.5% | +13.7% | +40.9% |
| 1Y | +81.7% | +78.0% | +3.7% | +57.0% |
| 3Y | +535.3% | +45.5% | +489.7% | +464.5% |
| 5Y | +916.4% | +130.3% | +786.1% | +632.2% |
| All | +2,397.0% | +196.8% | +2,200.2% | +1,652.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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