+18.0%
MCHP vs VSXY
+37.5%
-19.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -6.0% | -18.7% | +12.6% | -2.2% |
| 3M | -19.7% | -4.0% | -15.7% | -19.6% |
| 6M | +14.0% | +67.5% | -53.4% | -1.5% |
| YTD | +18.4% | +39.7% | -21.2% | +5.7% |
| 1Y | +17.1% | +180.0% | -162.9% | -11.7% |
| 3Y | +0.7% | +337.3% | -336.6% | -38.0% |
| 5Y | +5.1% | +22.7% | -17.6% | -16.9% |
| All | +18.0% | +37.5% | -19.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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