+778.2%
MCHP vs VCLT
+103.3%
+674.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | -12.8% | -0.6% | -12.3% | -12.6% |
| 3M | -19.2% | -2.2% | -17.0% | -18.4% |
| 6M | +14.5% | -2.9% | +17.4% | +16.0% |
| YTD | +17.1% | -2.1% | +19.2% | +18.2% |
| 1Y | +15.3% | -2.6% | +17.9% | +16.7% |
| 3Y | +0.5% | +12.5% | -12.0% | -3.0% |
| 5Y | +6.1% | -15.3% | +21.4% | +7.0% |
| 10Y | +192.2% | +16.6% | +175.6% | +205.1% |
| All | +778.2% | +103.3% | +674.9% | +1,242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling