+699.9%
MCHP vs VO
+825.6%
-125.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +5.7% | +3.1% | +2.6% | +2.1% |
| 30D | -13.4% | +2.2% | -15.6% | -15.0% |
| 3M | -20.1% | -2.5% | -17.6% | -17.0% |
| 6M | -35.5% | +7.0% | -42.5% | -39.3% |
| YTD | -1.6% | +14.0% | -15.5% | -13.4% |
| 1Y | +15.5% | +15.6% | -0.2% | +0.1% |
| 3Y | -13.2% | +66.2% | -79.4% | -47.1% |
| 5Y | -17.5% | +36.6% | -54.1% | -35.6% |
| 10Y | +136.0% | +199.0% | -63.0% | -8.0% |
| All | +699.9% | +825.6% | -125.7% | -1.6% |
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