+199.5%
MCHP vs LVS
0.0%
+199.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | 0.0% | -3.5% | +3.5% | +1.7% |
| 30D | -6.0% | -6.2% | +0.2% | -3.5% |
| 3M | -19.7% | -14.8% | -4.9% | -14.2% |
| 6M | +14.0% | -20.9% | +34.9% | +24.8% |
| YTD | +18.4% | -33.0% | +51.5% | +39.1% |
| 1Y | +17.1% | -20.0% | +37.1% | +24.0% |
| 3Y | +0.7% | -6.9% | +7.6% | -3.6% |
| 5Y | +5.1% | +9.1% | -4.0% | -13.8% |
| All | +199.5% | 0.0% | +199.4% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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