+953.6%
VRT vs MRK
+129.3%
+824.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.6% |
| 7D | +2.4% | -2.7% | +5.1% | +2.6% |
| 30D | -2.7% | +12.7% | -15.4% | -3.6% |
| 3M | -9.2% | +24.2% | -33.4% | -11.0% |
| 6M | -0.5% | +27.8% | -28.3% | -2.8% |
| YTD | +62.3% | +42.2% | +20.1% | +57.1% |
| 1Y | +109.6% | +80.2% | +29.4% | +98.1% |
| 3Y | +573.1% | +48.4% | +524.7% | +540.2% |
| 5Y | +953.6% | +133.6% | +820.1% | +760.3% |
| All | +953.6% | +129.3% | +824.3% | +760.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling