+199.5%
MCHP vs VUG
+424.7%
-225.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +2.4% |
| 7D | 0.0% | -0.5% | +0.5% | +0.8% |
| 30D | -6.0% | -1.0% | -5.1% | -4.8% |
| 3M | -19.7% | +3.5% | -23.2% | -22.6% |
| 6M | +14.0% | +14.2% | -0.2% | -3.7% |
| YTD | +18.4% | +8.5% | +9.9% | +6.8% |
| 1Y | +17.1% | +12.9% | +4.2% | +0.2% |
| 3Y | +0.7% | +85.6% | -84.9% | -54.5% |
| 5Y | +5.1% | +78.1% | -73.0% | -48.9% |
| All | +199.5% | +424.7% | -225.3% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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