-13.9%
MCHP vs VLTO
+55.4%
-69.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | -4.3% | +0.8% | -5.1% | -4.7% |
| 30D | -16.3% | +18.7% | -35.0% | -24.0% |
| 3M | -21.4% | +21.7% | -43.1% | -29.8% |
| 6M | -35.8% | +35.8% | -71.6% | -47.5% |
| YTD | -0.9% | +18.3% | -19.2% | -10.6% |
| 1Y | +14.5% | +20.9% | -6.4% | +1.1% |
| 3Y | -13.7% | +68.8% | -82.5% | -33.4% |
| All | -13.9% | +55.4% | -69.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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