-16.2%
MCHP vs VCIT
+19.7%
-35.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.1% | -9.9% | -9.8% |
| 7D | -24.6% | +0.1% | -24.7% | -24.7% |
| 30D | -25.2% | +1.9% | -27.1% | -27.9% |
| 3M | -21.1% | -1.4% | -19.6% | -18.8% |
| 6M | -42.7% | -2.1% | -40.5% | -40.2% |
| YTD | -6.9% | -1.6% | -5.2% | -3.6% |
| 1Y | +0.9% | -0.9% | +1.8% | +3.3% |
| 3Y | -16.2% | +20.0% | -36.2% | -36.5% |
| All | -16.2% | +19.7% | -35.9% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling