+133.6%
MRK vs HDB
-38.7%
+172.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -2.7% | -4.9% | +2.2% | -2.1% |
| 30D | +12.7% | -5.8% | +18.5% | +13.6% |
| 3M | +24.2% | -5.2% | +29.4% | +25.0% |
| 6M | +27.8% | -25.7% | +53.5% | +32.2% |
| YTD | +42.2% | -39.6% | +81.8% | +50.4% |
| 1Y | +80.2% | -36.9% | +117.1% | +89.7% |
| 3Y | +48.4% | -29.7% | +78.1% | +54.0% |
| 5Y | +133.6% | -37.8% | +171.4% | +142.3% |
| All | +133.6% | -38.7% | +172.3% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling