+18.1%
MCHP vs GSK
+31.2%
-13.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +1.5% |
| 7D | +1.7% | -1.8% | +3.5% | +1.7% |
| 30D | -4.1% | -2.2% | -1.9% | -3.9% |
| 3M | -22.5% | -1.8% | -20.7% | -22.6% |
| 6M | +7.3% | -10.6% | +17.9% | +9.2% |
| YTD | +18.4% | +4.4% | +14.0% | +15.7% |
| 1Y | +18.1% | +30.4% | -12.3% | +15.7% |
| All | +18.1% | +31.2% | -13.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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