+17.1%
MCHP vs LEN
-41.0%
+58.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.8% |
| 7D | 0.0% | -4.8% | +4.8% | +1.9% |
| 30D | -6.0% | -6.6% | +0.5% | -3.8% |
| 3M | -19.7% | -15.7% | -4.0% | -14.6% |
| 6M | +14.0% | -16.6% | +30.7% | +20.8% |
| YTD | +18.4% | -21.3% | +39.8% | +28.6% |
| 1Y | +17.1% | -42.0% | +59.1% | +38.8% |
| All | +17.1% | -41.0% | +58.1% | +38.8% |
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