+297.8%
VTI vs MRK
+230.6%
+67.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -0.9% | -4.3% | +3.4% | +0.4% |
| 30D | -1.4% | +8.3% | -9.7% | -4.1% |
| 3M | +3.6% | +20.0% | -16.5% | -2.6% |
| 6M | +13.6% | +25.7% | -12.1% | +5.0% |
| YTD | +12.9% | +38.7% | -25.8% | +0.8% |
| 1Y | +17.2% | +74.7% | -57.5% | -3.6% |
| 3Y | +75.7% | +45.4% | +30.3% | +50.0% |
| 5Y | +75.4% | +129.0% | -53.6% | +19.0% |
| All | +297.8% | +230.6% | +67.1% | +139.7% |
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