+133.4%
MCHP vs VST
+1,174.0%
-1,040.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -22.6% | -6.0% | -16.5% | -21.5% |
| 30D | -20.1% | -18.8% | -1.4% | -15.6% |
| 3M | -25.4% | -8.0% | -17.4% | -24.3% |
| 6M | -38.4% | -10.9% | -27.5% | -37.0% |
| YTD | -3.7% | -18.3% | +14.6% | -0.5% |
| 1Y | +11.7% | -29.9% | +41.7% | +20.3% |
| 3Y | -16.1% | +290.3% | -306.4% | -53.8% |
| 5Y | -16.9% | +635.3% | -652.2% | -63.5% |
| 10Y | +133.4% | +1,162.4% | -1,028.9% | -11.4% |
| All | +133.4% | +1,174.0% | -1,040.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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