+1.4%
MCHP vs LEN
-13.7%
+15.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | 0.0% |
| 7D | -2.1% | -7.8% | +5.7% | +2.2% |
| 30D | -11.1% | -11.0% | -0.1% | -5.6% |
| 3M | -18.1% | -12.8% | -5.3% | -12.5% |
| 6M | +10.8% | -20.2% | +31.0% | +23.6% |
| YTD | +14.2% | -23.0% | +37.3% | +29.3% |
| 1Y | +13.5% | -41.8% | +55.3% | +49.0% |
| 3Y | -2.0% | -28.8% | +26.8% | +8.9% |
| 5Y | +1.4% | -12.6% | +14.0% | -5.5% |
| All | +1.4% | -13.7% | +15.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling