+133.4%
MCHP vs LII
+166.2%
-32.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -22.6% | +0.4% | -23.0% | -22.5% |
| 30D | -20.1% | -2.4% | -17.8% | -19.4% |
| 3M | -25.4% | -17.5% | -7.9% | -16.9% |
| 6M | -38.4% | -32.8% | -5.6% | -23.6% |
| YTD | -3.7% | -27.7% | +24.0% | +12.9% |
| 1Y | +11.7% | -28.1% | +39.8% | +31.5% |
| 3Y | -16.1% | -9.7% | -6.4% | -14.8% |
| 5Y | -16.9% | +19.5% | -36.4% | -30.6% |
| 10Y | +133.4% | +170.6% | -37.2% | +30.0% |
| All | +133.4% | +166.2% | -32.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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