+9.5%
MCHP vs GILD
+40.5%
-31.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.0% | -10.0% | -13.3% |
| 7D | -20.1% | +1.2% | -21.2% | -19.9% |
| 30D | -20.2% | +16.2% | -36.4% | -21.6% |
| 3M | -16.1% | +27.9% | -44.0% | -19.2% |
| 6M | -33.4% | +27.1% | -60.5% | -35.5% |
| YTD | +3.5% | +39.0% | -35.5% | -4.2% |
| 1Y | +9.5% | +40.1% | -30.6% | +1.1% |
| All | +9.5% | +40.5% | -31.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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