+136.1%
MCHP vs ILMN
+56.2%
+79.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -16.3% | -22.7% | +6.4% | -8.2% |
| 3M | -21.4% | +8.6% | -30.0% | -25.4% |
| 6M | -35.8% | +43.8% | -79.6% | -46.0% |
| YTD | -0.9% | +59.8% | -60.7% | -21.3% |
| 1Y | +14.5% | +71.8% | -57.3% | -11.8% |
| 3Y | -13.7% | +119.0% | -132.7% | -43.6% |
| 5Y | -16.9% | -43.8% | +26.9% | -8.7% |
| All | +136.1% | +56.2% | +79.9% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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