+741.6%
MCHP vs LYV
+1,446.8%
-705.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | 0.0% | -1.9% | +2.0% | +0.6% |
| 30D | -6.0% | -8.2% | +2.2% | -3.6% |
| 3M | -19.7% | -1.3% | -18.4% | -19.7% |
| 6M | +14.0% | +2.6% | +11.4% | +12.4% |
| YTD | +18.4% | +19.4% | -1.0% | +10.9% |
| 1Y | +17.1% | -2.2% | +19.4% | +16.1% |
| 3Y | +0.7% | +106.0% | -105.3% | -20.4% |
| 5Y | +5.1% | +97.7% | -92.6% | -17.2% |
| 10Y | +206.3% | +560.5% | -354.2% | +69.6% |
| All | +741.6% | +1,446.8% | -705.2% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling