-27.1%
MCHB vs VT
+221.4%
-248.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +0.2% | +1.0% | -0.8% | -0.9% |
| 30D | -5.1% | -0.2% | -4.8% | -4.9% |
| 3M | +5.1% | +4.5% | +0.5% | -0.4% |
| 6M | +15.1% | +14.1% | +1.0% | -1.4% |
| YTD | +16.4% | +14.8% | +1.7% | -0.9% |
| 1Y | +34.2% | +21.2% | +13.0% | +7.3% |
| 3Y | +87.8% | +76.6% | +11.2% | 0.0% |
| 5Y | -50.2% | +66.6% | -116.8% | -71.6% |
| 10Y | -27.1% | +222.3% | -249.3% | -78.5% |
| All | -27.1% | +221.4% | -248.5% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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