+199.5%
MCHP vs VIG
+250.0%
-50.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +2.4% |
| 7D | 0.0% | -1.1% | +1.1% | +1.9% |
| 30D | -6.0% | -2.7% | -3.3% | -1.5% |
| 3M | -19.7% | +2.5% | -22.2% | -22.9% |
| 6M | +14.0% | +9.2% | +4.8% | -0.9% |
| YTD | +18.4% | +9.8% | +8.6% | +2.0% |
| 1Y | +17.1% | +12.4% | +4.7% | -2.4% |
| 3Y | +0.7% | +55.9% | -55.2% | -48.0% |
| 5Y | +5.1% | +63.9% | -58.8% | -47.9% |
| All | +199.5% | +250.0% | -50.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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