+499.9%
MRK vs HDB
+3,812.1%
-3,312.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +17.1% | -2.8% | +20.0% | +17.8% |
| 3M | +25.9% | -3.5% | +29.4% | +26.5% |
| 6M | +26.8% | -24.7% | +51.5% | +33.4% |
| YTD | +44.9% | -36.6% | +81.5% | +57.4% |
| 1Y | +84.8% | -34.4% | +119.2% | +99.3% |
| 3Y | +50.1% | -24.4% | +74.5% | +55.6% |
| 5Y | +127.4% | -35.4% | +162.8% | +139.4% |
| 10Y | +240.0% | +39.5% | +200.4% | +195.0% |
| All | +499.9% | +3,812.1% | -3,312.2% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling