+230.8%
MRK vs HDB
+63.5%
+167.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.7% | +2.7% | -2.0% | +0.2% |
| 30D | +0.3% | +14.1% | -13.9% | -2.2% |
| 3M | +9.7% | +11.8% | -2.2% | +7.3% |
| 6M | +32.0% | +8.2% | +23.8% | +29.5% |
| YTD | +43.3% | -29.3% | +72.6% | +51.6% |
| 1Y | +63.7% | -28.8% | +92.5% | +73.0% |
| 3Y | +58.0% | -7.5% | +65.5% | +57.4% |
| 5Y | +105.0% | -23.1% | +128.0% | +108.7% |
| All | +230.8% | +63.5% | +167.3% | +188.8% |
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