+33.4%
MCHI vs VT
+221.8%
-188.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -4.5% | +2.4% | -6.8% | -6.6% |
| 30D | -3.6% | -1.5% | -2.1% | -2.5% |
| 3M | -8.9% | -4.1% | -4.8% | -5.5% |
| 6M | -16.5% | +0.6% | -17.1% | -17.5% |
| YTD | -16.9% | +11.0% | -28.0% | -25.4% |
| 1Y | -21.6% | +13.3% | -35.0% | -31.0% |
| 3Y | +24.6% | +73.4% | -48.8% | -27.5% |
| 5Y | -21.4% | +57.4% | -78.9% | -49.7% |
| All | +33.4% | +221.8% | -188.4% | -58.6% |
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