+587.6%
MCHP vs VEA
+167.0%
+420.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.4% |
| 7D | +0.3% | +0.3% | 0.0% | 0.0% |
| 30D | -9.8% | +0.4% | -10.2% | -10.2% |
| 3M | -19.7% | +4.8% | -24.5% | -22.6% |
| 6M | +13.6% | +11.3% | +2.3% | +3.0% |
| YTD | +16.5% | +17.4% | -0.9% | -0.1% |
| 1Y | +15.7% | +26.2% | -10.5% | -7.5% |
| 3Y | 0.0% | +77.7% | -77.8% | -41.1% |
| 5Y | +4.4% | +60.9% | -56.5% | -30.3% |
| 10Y | +201.4% | +163.6% | +37.8% | +42.1% |
| All | +587.6% | +167.0% | +420.6% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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