-13.2%
MCHP vs VFC
+50.0%
-63.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.7% |
| 7D | +5.7% | +1.6% | +4.1% | +5.1% |
| 30D | -13.4% | +25.5% | -38.9% | -19.9% |
| 3M | -20.1% | +41.3% | -61.4% | -29.3% |
| 6M | -35.5% | +22.2% | -57.7% | -40.6% |
| YTD | -1.6% | +16.4% | -18.0% | -9.0% |
| 1Y | +15.5% | +38.4% | -22.9% | +0.3% |
| 3Y | -13.2% | +56.2% | -69.4% | -31.4% |
| All | -13.2% | +50.0% | -63.1% | -31.4% |
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