+44.3%
MCHI vs VT
+356.2%
-311.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.6% | +0.4% | -1.0% | -1.0% |
| 30D | -2.0% | +1.0% | -2.9% | -2.9% |
| 3M | -0.8% | +2.4% | -3.2% | -3.4% |
| 6M | -3.2% | +12.0% | -15.3% | -13.9% |
| YTD | -8.0% | +15.3% | -23.3% | -20.5% |
| 1Y | -7.2% | +22.6% | -29.8% | -24.5% |
| 3Y | +29.1% | +74.7% | -45.5% | -26.7% |
| 5Y | -14.6% | +66.1% | -80.8% | -48.9% |
| 10Y | +37.6% | +225.0% | -187.4% | -58.6% |
| All | +44.3% | +356.2% | -311.8% | -68.2% |
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