+131.0%
MCHP vs LIN
+430.8%
-299.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.6% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -18.6% | +7.6% | -26.2% | -23.7% |
| 3M | -26.9% | +6.5% | -33.5% | -31.1% |
| 6M | -37.2% | +6.2% | -43.4% | -41.3% |
| YTD | -1.8% | +23.2% | -25.1% | -20.2% |
| 1Y | +12.1% | +25.4% | -13.3% | -10.5% |
| 3Y | -10.0% | +38.3% | -48.3% | -33.8% |
| 5Y | -17.3% | +64.4% | -81.7% | -48.1% |
| 10Y | +131.0% | +417.3% | -286.3% | -36.4% |
| All | +131.0% | +430.8% | -299.8% | -36.4% |
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