+18.3%
HYG vs MRK
+128.0%
-109.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | -4.3% | +3.5% | -0.5% |
| 30D | -0.7% | +8.3% | -9.0% | -1.2% |
| 3M | -0.2% | +20.0% | -20.2% | -1.2% |
| 6M | +1.4% | +25.7% | -24.2% | +0.1% |
| YTD | +1.5% | +38.7% | -37.3% | -0.5% |
| 1Y | +2.9% | +74.7% | -71.8% | -0.4% |
| 3Y | +25.6% | +45.4% | -19.7% | +22.1% |
| All | +18.3% | +128.0% | -109.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling