+34.1%
MCHI vs VT
+217.6%
-183.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +3.4% | -0.1% | +3.6% | +3.3% |
| 30D | -2.8% | -3.1% | +0.3% | -0.1% |
| 3M | -10.2% | -3.5% | -6.7% | -7.4% |
| 6M | -11.8% | +0.5% | -12.3% | -12.7% |
| YTD | -14.4% | +10.8% | -25.1% | -22.9% |
| 1Y | -19.5% | +11.9% | -31.4% | -28.3% |
| 3Y | +29.8% | +73.0% | -43.2% | -24.4% |
| 5Y | -16.4% | +58.6% | -75.0% | -46.9% |
| 10Y | +34.1% | +219.2% | -185.1% | -58.0% |
| All | +34.1% | +217.6% | -183.6% | -58.0% |
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