+190.7%
MCHP vs LYV
+566.8%
-376.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | -3.6% | -1.2% | -2.5% | -3.1% |
| 30D | -9.2% | -9.0% | -0.2% | -5.4% |
| 3M | -24.5% | -0.6% | -23.9% | -24.8% |
| 6M | +16.7% | +11.4% | +5.3% | +9.7% |
| YTD | +14.1% | +20.3% | -6.3% | +2.8% |
| 1Y | +13.4% | -1.3% | +14.7% | +11.2% |
| 3Y | -3.7% | +101.7% | -105.4% | -32.4% |
| 5Y | -0.8% | +93.4% | -94.1% | -31.4% |
| 10Y | +190.7% | +556.8% | -366.1% | +23.3% |
| All | +190.7% | +566.8% | -376.1% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling