-10.0%
MCHP vs ILMN
+103.6%
-113.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.3% |
| 7D | -19.2% | -2.6% | -16.6% | -18.4% |
| 30D | -18.6% | -20.6% | +2.0% | -13.0% |
| 3M | -26.9% | +17.5% | -44.4% | -31.7% |
| 6M | -37.2% | +55.6% | -92.9% | -47.1% |
| YTD | -1.8% | +68.3% | -70.2% | -20.5% |
| 1Y | +12.1% | +81.1% | -69.0% | -11.7% |
| 3Y | -10.0% | +112.2% | -122.2% | -35.7% |
| All | -10.0% | +103.6% | -113.6% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling