+3,763.3%
MRK vs HRB
+3,134.5%
+628.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.2% | 0.0% |
| 7D | -0.9% | -9.1% | +8.1% | +0.8% |
| 30D | +15.5% | +0.3% | +15.2% | +15.1% |
| 3M | +25.1% | +23.4% | +1.7% | +19.5% |
| 6M | +30.1% | +45.1% | -15.0% | +19.3% |
| YTD | +43.1% | +8.9% | +34.2% | +38.0% |
| 1Y | +82.5% | -7.9% | +90.4% | +81.6% |
| 3Y | +49.3% | +27.9% | +21.4% | +37.0% |
| 5Y | +130.3% | +108.3% | +21.9% | +86.9% |
| 10Y | +234.3% | +208.4% | +25.9% | +131.3% |
| All | +3,763.3% | +3,134.5% | +628.9% | +1,025.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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