+3.0%
MCHP vs GILD
+142.1%
-139.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.9% |
| 7D | 0.0% | -4.8% | +4.9% | +1.6% |
| 30D | -6.0% | +5.8% | -11.8% | -7.8% |
| 3M | -19.7% | +14.9% | -34.6% | -23.8% |
| 6M | +14.0% | -0.4% | +14.4% | +13.8% |
| YTD | +18.4% | +18.5% | -0.1% | +10.9% |
| 1Y | +17.1% | +25.1% | -8.0% | +7.4% |
| 3Y | +0.7% | +105.9% | -105.2% | -23.5% |
| All | +3.0% | +142.1% | -139.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling