+6.0%
MCHP vs VST
+761.6%
-755.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.5% |
| 7D | +1.7% | +8.9% | -7.2% | -0.7% |
| 30D | -4.1% | +6.2% | -10.3% | -5.8% |
| 3M | -22.5% | -2.7% | -19.8% | -22.0% |
| 6M | +7.3% | -8.4% | +15.6% | +9.0% |
| YTD | +18.4% | -7.2% | +25.6% | +18.9% |
| 1Y | +18.1% | -20.9% | +39.0% | +22.8% |
| 3Y | -2.8% | +384.0% | -386.8% | -51.8% |
| All | +6.0% | +761.6% | -755.5% | -56.5% |
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