+18.1%
MCHP vs MRK
+84.5%
-66.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.7% |
| 30D | -4.1% | +17.1% | -21.2% | -4.0% |
| 3M | -22.5% | +25.9% | -48.4% | -23.1% |
| 6M | +7.3% | +26.8% | -19.5% | +5.8% |
| YTD | +18.4% | +44.9% | -26.5% | +14.7% |
| 1Y | +18.1% | +84.8% | -66.7% | +13.0% |
| All | +18.1% | +84.5% | -66.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling