+133.4%
MCHP vs ILMN
+64.4%
+69.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.9% |
| 7D | -22.6% | -9.8% | -12.8% | -19.3% |
| 30D | -20.1% | -22.7% | +2.6% | -12.4% |
| 3M | -25.4% | +12.1% | -37.5% | -30.1% |
| 6M | -38.4% | +51.5% | -89.9% | -49.3% |
| YTD | -3.7% | +63.9% | -67.6% | -24.3% |
| 1Y | +11.7% | +76.6% | -64.8% | -14.9% |
| 3Y | -16.1% | +124.6% | -140.7% | -45.7% |
| 5Y | -16.9% | -42.7% | +25.8% | -9.3% |
| 10Y | +133.4% | +59.7% | +73.8% | +83.9% |
| All | +133.4% | +64.4% | +69.0% | +83.9% |
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