+123.6%
HOOD vs MRK
+124.0%
-0.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.3% |
| 7D | -3.8% | +0.7% | -4.5% | -3.8% |
| 30D | -23.0% | +0.3% | -23.2% | -23.0% |
| 3M | -21.6% | +9.7% | -31.3% | -21.4% |
| 6M | +1.4% | +32.0% | -30.5% | +2.6% |
| YTD | -31.2% | +43.3% | -74.4% | -30.3% |
| 1Y | -35.9% | +63.7% | -99.6% | -35.0% |
| 3Y | +836.9% | +58.0% | +778.9% | +850.6% |
| 5Y | +121.1% | +105.0% | +16.2% | +131.7% |
| All | +123.6% | +124.0% | -0.4% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling