+29.9%
MCHP vs LYV
+25.0%
+5.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.7% |
| 7D | -5.4% | +6.2% | -11.6% | -6.4% |
| 30D | -7.5% | +7.3% | -14.9% | -8.7% |
| 3M | -6.0% | -0.3% | -5.8% | -6.2% |
| 6M | -20.1% | +16.2% | -36.3% | -23.3% |
| YTD | +20.2% | +28.5% | -8.3% | +14.0% |
| 1Y | +29.9% | +21.5% | +8.4% | +24.3% |
| All | +29.9% | +25.0% | +5.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling