+59.7%
MCHB vs VT
+347.4%
-287.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | +0.5% | -2.3% | +2.9% | +2.8% |
| 30D | +0.8% | -5.0% | +5.7% | +5.6% |
| 3M | -10.9% | -4.9% | -6.1% | -6.8% |
| 6M | +5.8% | -1.5% | +7.3% | +6.4% |
| YTD | +10.2% | +8.5% | +1.7% | +0.4% |
| 1Y | +24.0% | +11.4% | +12.6% | +10.2% |
| 3Y | +156.2% | +70.1% | +86.1% | +50.7% |
| 5Y | -63.2% | +53.7% | -117.0% | -76.0% |
| 10Y | -30.7% | +220.0% | -250.7% | -75.0% |
| All | +59.7% | +347.4% | -287.8% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling