+612.5%
MCHP vs VIG
+617.8%
-5.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | 0.0% |
| 7D | +2.8% | -0.4% | +3.2% | +3.3% |
| 30D | -12.8% | -2.1% | -10.7% | -10.4% |
| 3M | -19.2% | +3.3% | -22.5% | -22.6% |
| 6M | +14.5% | +9.3% | +5.3% | +2.4% |
| YTD | +17.1% | +10.1% | +7.0% | +3.7% |
| 1Y | +15.3% | +14.7% | +0.6% | -2.9% |
| 3Y | +0.5% | +56.9% | -56.5% | -40.9% |
| 5Y | +6.1% | +62.9% | -56.8% | -38.1% |
| 10Y | +192.2% | +241.3% | -49.1% | -21.9% |
| All | +612.5% | +617.8% | -5.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling