+1,784.3%
MRK vs DHI
+12,501.5%
-10,717.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.7% |
| 7D | -4.3% | -3.4% | -0.9% | -3.9% |
| 30D | +8.3% | -5.4% | +13.7% | +9.0% |
| 3M | +20.0% | -10.4% | +30.5% | +21.5% |
| 6M | +25.7% | -2.8% | +28.4% | +25.7% |
| YTD | +38.7% | -3.4% | +42.2% | +38.8% |
| 1Y | +74.7% | -22.9% | +97.6% | +79.2% |
| 3Y | +45.4% | +20.7% | +24.7% | +40.1% |
| 5Y | +129.0% | +62.1% | +66.9% | +110.2% |
| 10Y | +228.0% | +410.4% | -182.4% | +156.1% |
| All | +1,784.3% | +12,501.5% | -10,717.2% | +957.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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