+861.9%
MCHP vs VO
+827.2%
+34.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.7% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | -4.1% | -0.3% | -3.7% | -3.6% |
| 3M | -22.5% | +2.9% | -25.5% | -24.4% |
| 6M | +7.3% | +9.3% | -2.1% | -1.9% |
| YTD | +18.4% | +14.2% | +4.2% | +3.1% |
| 1Y | +18.1% | +15.3% | +2.9% | +2.2% |
| 3Y | -2.8% | +56.2% | -59.0% | -37.0% |
| 5Y | +5.5% | +42.4% | -36.9% | -21.7% |
| 10Y | +185.8% | +194.7% | -8.9% | +12.0% |
| All | +861.9% | +827.2% | +34.7% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling