+137.7%
MCHP vs VCIT
+30.9%
+106.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -17.5% | -0.5% | -17.0% | -17.0% |
| 30D | -15.8% | +1.5% | -17.3% | -17.6% |
| 3M | -22.9% | -1.0% | -21.9% | -21.9% |
| 6M | -36.6% | -1.7% | -34.9% | -34.9% |
| YTD | -0.8% | -1.4% | +0.5% | +1.4% |
| 1Y | +16.5% | -0.9% | +17.5% | +18.6% |
| 3Y | -13.6% | +19.8% | -33.4% | -31.8% |
| 5Y | -17.0% | +4.6% | -21.6% | -22.8% |
| 10Y | +137.7% | +31.5% | +106.2% | +120.1% |
| All | +137.7% | +30.9% | +106.7% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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