+199.5%
MCHP vs VFC
-69.1%
+268.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +1.9% |
| 7D | 0.0% | -1.4% | +1.4% | +0.6% |
| 30D | -6.0% | -9.0% | +2.9% | -2.6% |
| 3M | -19.7% | -24.2% | +4.5% | -11.3% |
| 6M | +14.0% | -18.5% | +32.5% | +21.4% |
| YTD | +18.4% | -25.9% | +44.3% | +29.8% |
| 1Y | +17.1% | -13.0% | +30.1% | +18.8% |
| 3Y | +0.7% | -20.3% | +21.0% | -9.0% |
| 5Y | +5.1% | -78.1% | +83.2% | +76.1% |
| All | +199.5% | -69.1% | +268.5% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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