+199.5%
MCHP vs BMY
+63.7%
+135.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | 0.0% | -4.8% | +4.8% | +1.7% |
| 30D | -6.0% | -0.1% | -5.9% | -6.1% |
| 3M | -19.7% | +13.1% | -32.8% | -23.6% |
| 6M | +14.0% | +8.4% | +5.6% | +9.8% |
| YTD | +18.4% | +22.0% | -3.5% | +8.8% |
| 1Y | +17.1% | +40.3% | -23.2% | +1.7% |
| 3Y | +0.7% | +20.5% | -19.8% | -8.6% |
| 5Y | +5.1% | +23.7% | -18.6% | -7.6% |
| All | +199.5% | +63.7% | +135.8% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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