+194.8%
MCHP vs LIN
+362.4%
-167.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.3% |
| 7D | +1.7% | -2.1% | +3.8% | +3.6% |
| 30D | -4.1% | -2.4% | -1.7% | -2.2% |
| 3M | -22.5% | -5.6% | -16.9% | -19.4% |
| 6M | +7.3% | -3.4% | +10.7% | +8.6% |
| YTD | +18.4% | +13.1% | +5.3% | +3.8% |
| 1Y | +18.1% | +2.5% | +15.7% | +12.6% |
| 3Y | -2.8% | +27.6% | -30.4% | -23.4% |
| 5Y | +5.5% | +63.0% | -57.5% | -33.3% |
| All | +194.8% | +362.4% | -167.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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