+199.5%
MCHP vs AMGN
+206.2%
-6.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.3% |
| 7D | 0.0% | -13.7% | +13.7% | +7.2% |
| 30D | -6.0% | -8.8% | +2.8% | -2.3% |
| 3M | -19.7% | +7.2% | -26.9% | -23.6% |
| 6M | +14.0% | +1.3% | +12.8% | +11.5% |
| YTD | +18.4% | +17.6% | +0.8% | +6.2% |
| 1Y | +17.1% | +37.2% | -20.1% | -4.0% |
| 3Y | +0.7% | +57.7% | -57.0% | -25.2% |
| 5Y | +5.1% | +106.3% | -101.2% | -34.8% |
| All | +199.5% | +206.2% | -6.7% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling