+34,084.2%
HD vs MRK
+3,821.2%
+30,263.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.2% | -2.1% | +1.0% | -0.4% |
| 30D | +20.9% | +1.2% | +19.7% | +20.3% |
| 3M | -0.2% | +13.5% | -13.7% | -5.0% |
| 6M | +14.5% | +34.0% | -19.5% | +2.4% |
| YTD | +4.3% | +42.7% | -38.4% | -9.0% |
| 1Y | -3.5% | +66.6% | -70.0% | -20.4% |
| 3Y | +30.1% | +59.1% | -28.9% | +6.2% |
| 5Y | +8.5% | +104.1% | -95.6% | -20.4% |
| 10Y | +245.3% | +227.3% | +18.0% | +109.5% |
| All | +34,084.2% | +3,821.2% | +30,263.0% | +4,618.5% |
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 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