-22.7%
HD vs MRK
+80.9%
-103.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.8% | -2.7% | +0.9% | -1.3% |
| 30D | -10.8% | +12.7% | -23.5% | -12.8% |
| 3M | -2.7% | +24.2% | -26.9% | -6.6% |
| 6M | -10.3% | +27.8% | -38.1% | -14.3% |
| YTD | -7.8% | +42.2% | -50.0% | -12.5% |
| All | -22.7% | +80.9% | -103.7% | -26.2% |
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