+41,921.4%
MCHP vs LEN
+2,838.4%
+39,083.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | +0.2% |
| 7D | +2.8% | -2.9% | +5.6% | +3.7% |
| 30D | -12.8% | -8.9% | -4.0% | -10.3% |
| 3M | -19.2% | -10.9% | -8.3% | -16.5% |
| 6M | +14.5% | -19.7% | +34.2% | +22.2% |
| YTD | +17.1% | -20.6% | +37.7% | +25.1% |
| 1Y | +15.3% | -42.4% | +57.7% | +35.8% |
| 3Y | +0.5% | -26.5% | +27.0% | +8.9% |
| 5Y | +6.1% | -10.9% | +17.0% | +7.7% |
| 10Y | +192.2% | +100.6% | +91.6% | +121.4% |
| All | +41,921.4% | +2,838.4% | +39,083.1% | +8,397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling