+3.0%
MCHP vs VIVK
-100.0%
+103.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.0% | +3.6% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | -6.0% | -40.8% | +34.8% | -6.2% |
| 3M | -19.7% | -94.1% | +74.5% | -19.9% |
| 6M | +14.0% | -98.2% | +112.2% | +13.8% |
| YTD | +18.4% | -98.0% | +116.4% | +17.9% |
| 1Y | +17.1% | -100.0% | +117.1% | +17.1% |
| 3Y | +0.7% | -100.0% | +100.7% | -0.1% |
| All | +3.0% | -100.0% | +103.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling