+2,723.0%
VRT vs MRK
+208.3%
+2,514.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | +9.1% | +1.3% | +7.8% | +8.8% |
| 30D | +0.9% | +17.1% | -16.2% | -2.7% |
| 3M | -13.4% | +25.9% | -39.3% | -18.1% |
| 6M | +11.7% | +26.8% | -15.1% | +5.3% |
| YTD | +73.2% | +44.9% | +28.3% | +58.1% |
| 1Y | +123.4% | +84.8% | +38.6% | +91.6% |
| 3Y | +606.2% | +50.1% | +556.1% | +524.3% |
| 5Y | +899.9% | +127.4% | +772.5% | +631.3% |
| All | +2,723.0% | +208.3% | +2,514.7% | +1,865.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling