+0.7%
MCHP vs MRK
+44.4%
-43.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | 0.0% | -4.3% | +4.3% | +0.8% |
| 30D | -6.0% | +8.3% | -14.3% | -7.7% |
| 3M | -19.7% | +20.0% | -39.7% | -23.5% |
| 6M | +14.0% | +25.7% | -11.6% | +6.9% |
| YTD | +18.4% | +38.7% | -20.3% | +7.7% |
| 1Y | +17.1% | +74.7% | -57.6% | -0.9% |
| 3Y | +0.7% | +45.4% | -44.6% | -13.3% |
| All | +0.7% | +44.4% | -43.7% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling