+137.7%
MCHP vs LIN
+418.8%
-281.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.2% |
| 7D | -17.5% | +0.3% | -17.9% | -17.6% |
| 30D | -15.8% | +8.0% | -23.9% | -21.5% |
| 3M | -22.9% | +7.7% | -30.6% | -27.9% |
| 6M | -36.6% | +5.1% | -41.6% | -40.1% |
| YTD | -0.8% | +24.7% | -25.5% | -20.2% |
| 1Y | +16.5% | +25.1% | -8.6% | -6.7% |
| 3Y | -13.6% | +36.8% | -50.4% | -36.0% |
| 5Y | -17.0% | +67.9% | -84.9% | -49.0% |
| 10Y | +137.7% | +427.2% | -289.5% | -37.5% |
| All | +137.7% | +418.8% | -281.1% | -37.5% |
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