+3,549.0%
LRCX vs MCHP
+207.0%
+3,342.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -2.8% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -8.6% | -6.0% | -2.5% | -4.0% |
| 3M | -17.7% | -19.7% | +2.0% | -2.1% |
| 6M | +36.4% | +14.0% | +22.3% | +22.8% |
| YTD | +74.5% | +18.4% | +56.1% | +51.3% |
| 1Y | +159.4% | +17.1% | +142.3% | +123.7% |
| 3Y | +361.6% | +0.7% | +360.9% | +311.1% |
| 5Y | +425.2% | +5.1% | +420.1% | +348.7% |
| All | +3,549.0% | +207.0% | +3,342.0% | +1,207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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