+199.5%
MCHP vs VSH
+196.4%
+3.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.5% | -0.6% |
| 7D | 0.0% | +4.8% | -4.7% | -3.2% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -19.7% | -43.1% | +23.4% | +14.2% |
| 6M | +14.0% | +91.8% | -77.8% | -36.9% |
| YTD | +18.4% | +131.6% | -113.2% | -44.0% |
| 1Y | +17.1% | +118.1% | -101.0% | -42.4% |
| 3Y | +0.7% | +40.9% | -40.2% | -34.5% |
| 5Y | +5.1% | +75.8% | -70.7% | -42.3% |
| All | +199.5% | +196.4% | +3.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling