+379.7%
VRT vs MRK
+60.2%
+319.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | +10.5% | +0.7% | +9.8% | +10.5% |
| 30D | -9.3% | +0.3% | -9.6% | -9.2% |
| 3M | -29.6% | +9.7% | -39.2% | -29.4% |
| 6M | -45.4% | +32.0% | -77.3% | -45.8% |
| YTD | +24.8% | +43.3% | -18.5% | +24.1% |
| 1Y | +23.6% | +63.7% | -40.1% | +22.6% |
| 3Y | +379.7% | +58.0% | +321.7% | +387.4% |
| All | +379.7% | +60.2% | +319.5% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling