+656.2%
MCHP vs LYB
+624.6%
+31.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.1% |
| 7D | 0.0% | +0.3% | -0.2% | -0.1% |
| 30D | -6.0% | +2.5% | -8.5% | -7.3% |
| 3M | -19.7% | +1.4% | -21.1% | -21.3% |
| 6M | +14.0% | -3.5% | +17.5% | +10.7% |
| YTD | +18.4% | +52.0% | -33.6% | -9.4% |
| 1Y | +17.1% | +22.1% | -4.9% | -1.0% |
| 3Y | +0.7% | -22.8% | +23.5% | +7.0% |
| 5Y | +5.1% | -3.4% | +8.5% | 0.0% |
| 10Y | +206.3% | +47.4% | +159.0% | +126.7% |
| All | +656.2% | +624.6% | +31.5% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 all: compounded portfolio wealth divided by compounded LYB 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…
all analysis · Full analysis span regression · 6 months rolling