+131.0%
MCHP vs VT
+223.7%
-92.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +0.7% |
| 7D | -19.2% | +0.4% | -19.6% | -19.3% |
| 30D | -18.6% | -2.6% | -16.0% | -14.0% |
| 3M | -26.9% | -3.2% | -23.7% | -21.8% |
| 6M | -37.2% | +0.9% | -38.2% | -36.5% |
| YTD | -1.8% | +11.3% | -13.1% | -16.3% |
| 1Y | +12.1% | +14.0% | -1.9% | -8.2% |
| 3Y | -10.0% | +75.8% | -85.8% | -62.4% |
| 5Y | -17.3% | +57.8% | -75.1% | -57.0% |
| 10Y | +131.0% | +219.8% | -88.8% | -56.0% |
| All | +131.0% | +223.7% | -92.7% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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