+192.2%
MCHP vs VT
+221.4%
-29.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.2% |
| 7D | +2.8% | +1.0% | +1.7% | +0.9% |
| 30D | -12.8% | -0.2% | -12.6% | -12.5% |
| 3M | -19.2% | +4.5% | -23.8% | -24.1% |
| 6M | +14.5% | +14.1% | +0.5% | -7.3% |
| YTD | +17.1% | +14.8% | +2.4% | -6.3% |
| 1Y | +15.3% | +21.2% | -5.9% | -15.7% |
| 3Y | +0.5% | +76.6% | -76.1% | -58.7% |
| 5Y | +6.1% | +66.6% | -60.5% | -49.9% |
| 10Y | +192.2% | +222.3% | -30.0% | -43.6% |
| All | +192.2% | +221.4% | -29.2% | -43.6% |
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