-0.9%
MCHP vs VFC
-27.2%
+26.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +0.3% | -2.3% | +2.7% | +1.1% |
| 30D | -9.8% | -13.4% | +3.6% | -5.7% |
| 3M | -19.7% | -23.7% | +4.0% | -13.2% |
| 6M | +13.6% | -24.5% | +38.0% | +22.2% |
| YTD | +16.5% | -27.8% | +44.4% | +26.5% |
| 1Y | +15.7% | -13.5% | +29.1% | +17.4% |
| All | -0.9% | -27.2% | +26.3% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling