+201.4%
MCHP vs ILMN
+25.5%
+175.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.6% |
| 7D | +0.3% | -3.9% | +4.2% | +1.8% |
| 30D | -9.8% | +6.9% | -16.6% | -12.4% |
| 3M | -19.7% | +28.1% | -47.8% | -27.7% |
| 6M | +13.6% | +65.0% | -51.4% | -8.3% |
| YTD | +16.5% | +56.3% | -39.8% | -4.6% |
| 1Y | +15.7% | +108.7% | -93.0% | -17.4% |
| 3Y | 0.0% | +33.1% | -33.1% | -18.2% |
| 5Y | +4.4% | -54.1% | +58.5% | +25.6% |
| 10Y | +201.4% | +27.8% | +173.6% | +148.5% |
| All | +201.4% | +25.5% | +175.9% | +148.5% |
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