+18.1%
MCHP vs AMGN
+57.8%
-39.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | -4.1% | +7.8% | -11.9% | -5.2% |
| 3M | -22.5% | +27.3% | -49.8% | -26.0% |
| 6M | +7.3% | +16.8% | -9.5% | +4.7% |
| YTD | +18.4% | +36.3% | -17.9% | +10.2% |
| 1Y | +18.1% | +60.4% | -42.3% | +6.7% |
| All | +18.1% | +57.8% | -39.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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