-4.6%
HD vs MRK
+87.2%
-91.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.6% | +5.6% |
| 7D | +11.9% | +6.7% | +5.2% | +10.3% |
| 30D | +26.4% | +7.8% | +18.7% | +24.0% |
| 3M | +2.8% | +18.2% | -15.3% | -1.5% |
| 6M | +15.5% | +34.7% | -19.2% | +6.6% |
| YTD | +5.5% | +45.8% | -40.3% | -3.3% |
| 1Y | -4.6% | +84.6% | -89.2% | -15.9% |
| All | -4.6% | +87.2% | -91.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling