-17.3%
MCHP vs VT
+57.0%
-74.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.1% |
| 7D | +5.7% | +2.4% | +3.4% | +1.1% |
| 30D | -13.4% | -1.5% | -11.9% | -10.1% |
| 3M | -20.1% | -4.1% | -16.0% | -12.4% |
| 6M | -35.5% | +0.6% | -36.1% | -34.2% |
| YTD | -1.6% | +11.0% | -12.6% | -17.1% |
| 1Y | +15.5% | +13.3% | +2.1% | -6.2% |
| 3Y | -13.2% | +73.4% | -86.6% | -65.4% |
| All | -17.3% | +57.0% | -74.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling