+199.5%
MCHP vs LUMN
-55.8%
+255.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | -6.0% | +10.3% | -16.4% | -7.4% |
| 3M | -19.7% | -18.3% | -1.4% | -17.6% |
| 6M | +14.0% | +4.4% | +9.7% | +12.8% |
| YTD | +18.4% | -10.7% | +29.1% | +18.1% |
| 1Y | +17.1% | +14.0% | +3.2% | +11.9% |
| 3Y | +0.7% | +406.6% | -405.9% | -34.0% |
| 5Y | +5.1% | -36.8% | +41.9% | +7.5% |
| All | +199.5% | -55.8% | +255.3% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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