+226.2%
MRK vs HDB
+32.9%
+193.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.0% | -6.2% | +1.2% | -3.9% |
| 30D | +11.0% | -6.2% | +17.2% | +12.3% |
| 3M | +22.4% | -5.9% | +28.2% | +23.5% |
| 6M | +25.4% | -25.9% | +51.3% | +32.0% |
| YTD | +39.5% | -40.2% | +79.7% | +52.6% |
| 1Y | +78.0% | -38.0% | +116.0% | +93.3% |
| 3Y | +45.5% | -30.5% | +76.0% | +53.2% |
| 5Y | +130.3% | -38.1% | +168.4% | +144.7% |
| All | +226.2% | +32.9% | +193.2% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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