+861.8%
MCHP vs VWO
+317.6%
+544.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -0.8% |
| 7D | -2.1% | -1.7% | -0.4% | -0.8% |
| 30D | -11.1% | -0.3% | -10.8% | -10.9% |
| 3M | -18.1% | +4.0% | -22.1% | -19.7% |
| 6M | +10.8% | +8.1% | +2.7% | +5.8% |
| YTD | +14.2% | +11.6% | +2.6% | +6.6% |
| 1Y | +13.5% | +16.2% | -2.8% | +3.0% |
| 3Y | -2.0% | +63.3% | -65.3% | -28.7% |
| 5Y | +1.4% | +33.4% | -32.0% | -13.6% |
| 10Y | +195.5% | +113.3% | +82.2% | +99.3% |
| All | +861.8% | +317.6% | +544.1% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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