+40,890.7%
MCHP vs MRK
+2,419.8%
+38,470.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.4% |
| 7D | -2.1% | -5.0% | +2.9% | -0.6% |
| 30D | -11.1% | +11.0% | -22.1% | -14.2% |
| 3M | -18.1% | +22.4% | -40.5% | -23.6% |
| 6M | +10.8% | +25.4% | -14.6% | +2.3% |
| YTD | +14.2% | +39.5% | -25.2% | +2.1% |
| 1Y | +13.5% | +78.0% | -64.5% | -6.2% |
| 3Y | -2.0% | +45.5% | -47.5% | -15.1% |
| 5Y | +1.4% | +130.3% | -128.9% | -25.1% |
| 10Y | +195.5% | +229.8% | -34.3% | +96.9% |
| All | +40,890.7% | +2,419.8% | +38,470.8% | +14,981.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling