+199.5%
MCHP vs VCLT
+17.1%
+182.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | 0.0% | -1.4% | +1.4% | +1.1% |
| 30D | -6.0% | -1.2% | -4.9% | -5.2% |
| 3M | -19.7% | -4.8% | -14.9% | -16.6% |
| 6M | +14.0% | -2.6% | +16.6% | +16.6% |
| YTD | +18.4% | -3.3% | +21.8% | +21.8% |
| 1Y | +17.1% | -4.8% | +21.9% | +21.8% |
| 3Y | +0.7% | +11.5% | -10.8% | -6.4% |
| 5Y | +5.1% | -17.0% | +22.1% | +17.4% |
| All | +199.5% | +17.1% | +182.4% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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