-7.8%
MCHP vs LTH
+180.7%
-188.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | +5.7% | -1.3% | +7.0% | +6.1% |
| 30D | -13.4% | +15.7% | -29.1% | -17.5% |
| 3M | -20.1% | +5.0% | -25.1% | -21.7% |
| 6M | -35.5% | +37.7% | -73.2% | -42.3% |
| YTD | -1.6% | +75.0% | -76.6% | -19.3% |
| 1Y | +15.5% | +82.6% | -67.2% | -6.8% |
| 3Y | -13.2% | +241.3% | -254.5% | -44.1% |
| 5Y | -17.5% | +135.4% | -152.9% | -48.4% |
| All | -7.8% | +180.7% | -188.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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