+573.1%
VRT vs MRK
+48.0%
+525.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.6% |
| 7D | +2.4% | -2.7% | +5.1% | +2.4% |
| 30D | -2.7% | +12.7% | -15.4% | -2.7% |
| 3M | -9.2% | +24.2% | -33.4% | -9.5% |
| 6M | -0.5% | +27.8% | -28.3% | -1.0% |
| YTD | +62.3% | +42.2% | +20.1% | +61.5% |
| 1Y | +109.6% | +80.2% | +29.4% | +107.5% |
| All | +573.1% | +48.0% | +525.1% | +618.4% |
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