+29.9%
MCHP vs LEN
-21.9%
+51.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -5.4% |
| 7D | -5.4% | +10.5% | -15.9% | -8.7% |
| 30D | -7.5% | +24.6% | -32.2% | -14.9% |
| 3M | -6.0% | +6.6% | -12.7% | -8.3% |
| 6M | -20.1% | +10.6% | -30.7% | -23.5% |
| YTD | +20.2% | -8.3% | +28.6% | +23.8% |
| 1Y | +29.9% | -22.5% | +52.5% | +39.1% |
| All | +29.9% | -21.9% | +51.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling