-16.1%
MCHP vs LIN
+38.5%
-54.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -22.6% | +2.0% | -24.6% | -23.5% |
| 30D | -20.1% | +7.9% | -28.0% | -24.6% |
| 3M | -25.4% | +6.3% | -31.7% | -28.8% |
| 6M | -38.4% | +6.5% | -44.9% | -42.2% |
| YTD | -3.7% | +23.6% | -27.3% | -22.4% |
| 1Y | +11.7% | +25.7% | -14.0% | -11.5% |
| 3Y | -16.1% | +35.6% | -51.7% | -32.2% |
| All | -16.1% | +38.5% | -54.6% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling