+31,139.8%
HD vs MRK
+3,881.6%
+27,258.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -8.4% | +17.1% | -25.6% | -13.7% |
| 3M | +4.3% | +25.9% | -21.6% | -4.3% |
| 6M | -11.1% | +26.8% | -37.9% | -18.9% |
| YTD | -4.7% | +44.9% | -49.6% | -17.1% |
| 1Y | -19.8% | +84.8% | -104.6% | -36.5% |
| 3Y | +4.1% | +50.1% | -46.0% | -13.1% |
| 5Y | +10.3% | +127.4% | -117.1% | -22.6% |
| 10Y | +203.2% | +240.0% | -36.8% | +81.4% |
| All | +31,139.8% | +3,881.6% | +27,258.1% | +4,194.9% |
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 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