-2.8%
MCHP vs VCLT
+11.3%
-14.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -0.7% |
| 30D | -11.1% | -1.1% | -10.0% | -10.1% |
| 3M | -18.1% | -3.7% | -14.4% | -14.7% |
| 6M | +10.8% | -4.0% | +14.8% | +15.8% |
| YTD | +14.2% | -3.4% | +17.6% | +18.6% |
| 1Y | +13.5% | -4.1% | +17.6% | +18.7% |
| All | -2.8% | +11.3% | -14.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling