+598.3%
MCHP vs VCIT
+96.4%
+501.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.1% | -9.9% | -9.9% |
| 7D | -24.6% | +0.1% | -24.7% | -24.6% |
| 30D | -25.2% | +1.9% | -27.1% | -26.4% |
| 3M | -21.1% | -1.4% | -19.6% | -20.1% |
| 6M | -42.7% | -2.1% | -40.5% | -41.6% |
| YTD | -6.9% | -1.6% | -5.2% | -5.4% |
| 1Y | +0.9% | -0.9% | +1.8% | +2.0% |
| 3Y | -16.2% | +20.0% | -36.2% | -26.1% |
| 5Y | -24.1% | +3.1% | -27.3% | -29.1% |
| 10Y | +134.1% | +28.7% | +105.3% | +124.4% |
| All | +598.3% | +96.4% | +501.9% | +898.5% |
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 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