+3.0%
MCHP vs AMGN
+103.1%
-100.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.1% |
| 7D | 0.0% | -13.7% | +13.7% | +5.2% |
| 30D | -6.0% | -8.8% | +2.8% | -3.3% |
| 3M | -19.7% | +7.2% | -26.9% | -22.7% |
| 6M | +14.0% | +1.3% | +12.8% | +12.2% |
| YTD | +18.4% | +17.6% | +0.8% | +8.9% |
| 1Y | +17.1% | +37.2% | -20.1% | +0.3% |
| 3Y | +0.7% | +57.7% | -57.0% | -18.6% |
| All | +3.0% | +103.1% | -100.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling