+223.3%
HOOD vs MRK
+116.9%
+106.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.7% |
| 7D | -7.8% | -4.3% | -3.6% | -7.8% |
| 30D | +18.6% | +8.3% | +10.3% | +19.1% |
| 3M | +22.1% | +20.0% | +2.0% | +23.2% |
| 6M | +43.1% | +25.7% | +17.4% | +44.6% |
| YTD | -0.5% | +38.7% | -39.2% | +0.8% |
| 1Y | -4.4% | +74.7% | -79.1% | -3.1% |
| 3Y | +938.5% | +45.4% | +893.1% | +942.7% |
| 5Y | +173.4% | +129.0% | +44.4% | +258.9% |
| All | +223.3% | +116.9% | +106.4% | +243.3% |
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