+643.6%
MCHP vs VCIT
+96.1%
+547.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -17.5% | -0.5% | -17.0% | -17.2% |
| 30D | -15.8% | +1.0% | -16.9% | -16.6% |
| 3M | -22.9% | -1.4% | -21.5% | -22.0% |
| 6M | -36.6% | -2.1% | -34.5% | -35.3% |
| YTD | -0.8% | -1.8% | +1.0% | +0.9% |
| 1Y | +16.5% | -1.4% | +17.9% | +18.2% |
| 3Y | -13.6% | +19.3% | -32.9% | -23.5% |
| 5Y | -17.0% | +4.1% | -21.2% | -22.7% |
| 10Y | +137.7% | +30.9% | +106.7% | +130.8% |
| All | +643.6% | +96.1% | +547.5% | +964.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling