+2,527.8%
MCHP vs VTR
+1,484.0%
+1,043.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | -2.9% | +3.3% | +1.2% |
| 30D | -9.8% | -2.8% | -7.0% | -9.2% |
| 3M | -19.7% | +9.0% | -28.7% | -22.2% |
| 6M | +13.6% | +5.0% | +8.6% | +10.9% |
| YTD | +16.5% | +16.9% | -0.4% | +10.3% |
| 1Y | +15.7% | +34.3% | -18.6% | +5.0% |
| 3Y | 0.0% | +131.6% | -131.6% | -22.9% |
| 5Y | +4.4% | +88.0% | -83.6% | -15.1% |
| 10Y | +201.4% | +97.8% | +103.6% | +123.2% |
| All | +2,527.8% | +1,484.0% | +1,043.8% | +935.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 all: compounded portfolio wealth divided by compounded VTR 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…
all analysis · Full analysis span regression · 6 months rolling