+4.4%
MCHP vs VO
+42.2%
-37.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +1.3% |
| 30D | -9.8% | -1.9% | -7.8% | -6.7% |
| 3M | -19.7% | +3.3% | -23.0% | -23.3% |
| 6M | +13.6% | +9.7% | +3.9% | -1.2% |
| YTD | +16.5% | +12.6% | +3.9% | -3.0% |
| 1Y | +15.7% | +13.6% | +2.0% | -4.7% |
| 3Y | 0.0% | +56.8% | -56.9% | -47.6% |
| 5Y | +4.4% | +42.3% | -37.9% | -34.0% |
| All | +4.4% | +42.2% | -37.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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