+861.9%
MCHP vs VUG
+1,251.8%
-389.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -4.1% | -0.3% | -3.8% | -3.6% |
| 3M | -22.5% | -0.7% | -21.8% | -20.9% |
| 6M | +7.3% | +14.6% | -7.3% | -8.0% |
| YTD | +18.4% | +9.0% | +9.4% | +7.5% |
| 1Y | +18.1% | +14.9% | +3.3% | +0.8% |
| 3Y | -2.8% | +86.0% | -88.8% | -51.6% |
| 5Y | +5.5% | +76.7% | -71.2% | -43.2% |
| 10Y | +185.8% | +411.3% | -225.5% | -49.6% |
| All | +861.9% | +1,251.8% | -389.9% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling