+35,221.4%
MCHP vs VFC
+689.4%
+34,532.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.9% |
| 7D | +5.7% | +1.6% | +4.1% | +5.0% |
| 30D | -13.4% | +25.5% | -38.9% | -20.9% |
| 3M | -20.1% | +41.3% | -61.4% | -30.5% |
| 6M | -35.5% | +22.2% | -57.7% | -41.3% |
| YTD | -1.6% | +16.4% | -18.0% | -9.8% |
| 1Y | +15.5% | +38.4% | -22.9% | -1.4% |
| 3Y | -13.2% | +56.2% | -69.4% | -37.6% |
| 5Y | -17.5% | -68.2% | +50.7% | +7.9% |
| 10Y | +136.0% | -48.4% | +184.3% | +144.9% |
| All | +35,221.4% | +689.4% | +34,532.0% | +13,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling