-19.1%
MCHP vs VLTO
+54.8%
-73.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.5% | -10.5% | -10.3% |
| 7D | -24.6% | +5.4% | -29.9% | -26.6% |
| 30D | -25.2% | +22.3% | -47.5% | -33.3% |
| 3M | -21.1% | +19.6% | -40.7% | -28.8% |
| 6M | -42.7% | +35.2% | -77.8% | -53.0% |
| YTD | -6.9% | +17.9% | -24.7% | -15.8% |
| 1Y | +0.9% | +19.5% | -18.6% | -10.2% |
| 3Y | -16.2% | +73.9% | -90.1% | -36.3% |
| All | -19.1% | +54.8% | -73.9% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling