+199.5%
MCHP vs GILD
+163.6%
+35.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.9% |
| 7D | 0.0% | -4.8% | +4.9% | +1.9% |
| 30D | -6.0% | +5.8% | -11.8% | -8.2% |
| 3M | -19.7% | +14.9% | -34.6% | -24.5% |
| 6M | +14.0% | -0.4% | +14.4% | +13.4% |
| YTD | +18.4% | +18.5% | -0.1% | +9.7% |
| 1Y | +17.1% | +25.1% | -8.0% | +5.9% |
| 3Y | +0.7% | +105.9% | -105.2% | -27.0% |
| 5Y | +5.1% | +143.0% | -137.9% | -30.4% |
| All | +199.5% | +163.6% | +35.8% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling