+201.4%
MCHP vs LII
+163.1%
+38.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.0% |
| 7D | +0.3% | +0.5% | -0.1% | 0.0% |
| 30D | -9.8% | -11.2% | +1.5% | -3.2% |
| 3M | -19.7% | -28.8% | +9.1% | -3.3% |
| 6M | +13.6% | -26.9% | +40.5% | +34.0% |
| YTD | +16.5% | -22.2% | +38.7% | +31.6% |
| 1Y | +15.7% | -32.0% | +47.6% | +41.4% |
| 3Y | 0.0% | -0.4% | +0.4% | -3.8% |
| 5Y | +4.4% | +22.4% | -18.0% | -13.7% |
| 10Y | +201.4% | +171.4% | +30.0% | +68.3% |
| All | +201.4% | +163.1% | +38.3% | +68.3% |
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