+151.7%
HYG vs MRK
+544.4%
-392.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -4.3% | +3.5% | -0.1% |
| 30D | -0.7% | +8.3% | -9.0% | -2.1% |
| 3M | -0.2% | +20.0% | -20.2% | -3.2% |
| 6M | +1.4% | +25.7% | -24.2% | -2.5% |
| YTD | +1.5% | +38.7% | -37.3% | -4.1% |
| 1Y | +2.9% | +74.7% | -71.8% | -6.5% |
| 3Y | +25.6% | +45.4% | -19.7% | +16.5% |
| 5Y | +18.6% | +129.0% | -110.5% | +0.3% |
| 10Y | +55.7% | +228.0% | -172.3% | +21.4% |
| All | +151.7% | +544.4% | -392.7% | +55.1% |
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