-3.5%
HD vs MRK
+65.5%
-69.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +18.5% | +3.5% | +15.0% | +17.4% |
| 3M | +2.2% | +11.2% | -9.1% | -0.6% |
| 6M | +13.8% | +32.5% | -18.6% | +5.2% |
| YTD | +3.4% | +42.5% | -39.1% | -4.8% |
| 1Y | -3.5% | +65.4% | -68.9% | -13.5% |
| All | -3.5% | +65.5% | -69.0% | -13.5% |
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