+126.5%
MCHP vs VT
+215.5%
-89.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.2% | -10.3% | -10.4% |
| 7D | -24.6% | -2.3% | -22.2% | -20.9% |
| 30D | -25.2% | -5.0% | -20.3% | -17.5% |
| 3M | -21.1% | -4.9% | -16.2% | -12.8% |
| 6M | -42.7% | -1.5% | -41.1% | -39.4% |
| YTD | -6.9% | +8.5% | -15.4% | -17.0% |
| 1Y | +0.9% | +11.4% | -10.5% | -14.0% |
| 3Y | -16.2% | +70.1% | -86.3% | -63.0% |
| 5Y | -24.1% | +53.7% | -77.8% | -58.7% |
| All | +126.5% | +215.5% | -89.0% | -56.2% |
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