+41,921.5%
MCHP vs VMC
+2,494.1%
+39,427.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.4% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -12.8% | -9.1% | -3.7% | -9.4% |
| 3M | -19.2% | -4.1% | -15.1% | -18.1% |
| 6M | +14.5% | -5.5% | +20.1% | +16.8% |
| YTD | +17.1% | -8.9% | +26.0% | +20.5% |
| 1Y | +15.3% | -12.9% | +28.3% | +20.8% |
| 3Y | +0.5% | +22.1% | -21.7% | -9.1% |
| 5Y | +6.1% | +52.7% | -46.6% | -12.0% |
| 10Y | +192.2% | +152.7% | +39.5% | +89.6% |
| All | +41,921.5% | +2,494.1% | +39,427.3% | +12,605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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