+699.9%
MCHP vs VUG
+1,188.6%
-488.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.5% |
| 7D | +5.7% | +2.5% | +3.2% | +2.7% |
| 30D | -13.4% | -6.3% | -7.2% | -5.8% |
| 3M | -20.1% | -6.0% | -14.1% | -13.2% |
| 6M | -35.5% | -3.5% | -32.0% | -31.3% |
| YTD | -1.6% | +3.9% | -5.5% | -4.6% |
| 1Y | +15.5% | +5.1% | +10.4% | +10.5% |
| 3Y | -13.2% | +77.9% | -91.0% | -54.1% |
| 5Y | -17.5% | +62.4% | -79.9% | -50.6% |
| 10Y | +136.0% | +399.4% | -263.5% | -56.8% |
| All | +699.9% | +1,188.6% | -488.6% | -49.1% |
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