-17.3%
MCHP vs VST
+633.9%
-651.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +5.7% | +6.6% | -0.9% | +3.8% |
| 30D | -13.4% | -12.4% | -1.1% | -10.6% |
| 3M | -20.1% | -9.0% | -11.1% | -18.7% |
| 6M | -35.5% | -6.4% | -29.1% | -34.8% |
| YTD | -1.6% | -17.2% | +15.6% | +1.3% |
| 1Y | +15.5% | -22.0% | +37.5% | +20.4% |
| 3Y | -13.2% | +296.7% | -309.8% | -56.4% |
| All | -17.3% | +633.9% | -651.2% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling