+126.9%
MCHP vs VST
+968.1%
-841.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +10.6% | -20.6% | -13.1% |
| 7D | -24.6% | -9.8% | -14.7% | -22.7% |
| 30D | -25.2% | -25.1% | -0.1% | -19.2% |
| 3M | -21.1% | -11.6% | -9.5% | -19.0% |
| 6M | -42.7% | -20.9% | -21.8% | -39.3% |
| YTD | -6.9% | -22.3% | +15.4% | -2.4% |
| 1Y | +0.9% | -32.0% | +32.9% | +9.4% |
| 3Y | -16.2% | +262.4% | -278.6% | -52.5% |
| 5Y | -24.1% | +563.4% | -587.5% | -65.3% |
| 10Y | +134.1% | +1,120.7% | -986.6% | -8.9% |
| All | +126.9% | +968.1% | -841.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling