+199.5%
MCHP vs LEN
+108.0%
+91.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.6% |
| 7D | 0.0% | -4.8% | +4.8% | +2.3% |
| 30D | -6.0% | -6.6% | +0.5% | -3.2% |
| 3M | -19.7% | -15.7% | -4.0% | -13.5% |
| 6M | +14.0% | -16.6% | +30.7% | +23.0% |
| YTD | +18.4% | -21.3% | +39.8% | +30.7% |
| 1Y | +17.1% | -42.0% | +59.1% | +48.2% |
| 3Y | +0.7% | -27.9% | +28.6% | +12.6% |
| 5Y | +5.1% | -10.7% | +15.8% | +4.0% |
| All | +199.5% | +108.0% | +91.4% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling